+73.4%
CL vs D
+42.6%
+30.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.5% |
| 7D | +1.3% | +3.0% | -1.6% | +0.1% |
| 30D | +11.4% | +11.5% | -0.1% | +6.5% |
| 3M | +4.4% | +3.7% | +0.7% | +2.8% |
| 6M | +10.8% | +13.5% | -2.8% | +4.9% |
| YTD | +25.1% | +20.7% | +4.4% | +15.2% |
| 1Y | +28.0% | +18.2% | +9.7% | +18.7% |
| 3Y | +37.6% | +73.3% | -35.7% | +7.1% |
| 5Y | +39.7% | +12.3% | +27.4% | +31.0% |
| All | +73.4% | +42.6% | +30.8% | +40.6% |
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