+49.3%
CL vs D
+35.0%
+14.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -4.8% | -3.6% | -1.3% | -3.4% |
| 3M | +4.9% | -1.0% | +5.9% | +5.3% |
| 6M | -5.7% | +6.3% | -12.0% | -8.3% |
| YTD | +14.4% | +14.7% | -0.3% | +7.6% |
| 1Y | +8.7% | +16.9% | -8.2% | +1.3% |
| 3Y | +30.0% | +56.8% | -26.8% | +5.1% |
| 5Y | +28.4% | +5.2% | +23.2% | +23.5% |
| All | +49.3% | +35.0% | +14.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling