+77.2%
CL vs D
+44.7%
+32.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +5.9% | +6.9% | -1.0% | +3.0% |
| 30D | +13.8% | +12.3% | +1.4% | +8.4% |
| 3M | +6.4% | +3.0% | +3.4% | +5.0% |
| 6M | +15.6% | +12.8% | +2.8% | +9.7% |
| YTD | +27.9% | +22.6% | +5.3% | +17.0% |
| 1Y | +31.4% | +21.7% | +9.7% | +20.5% |
| 3Y | +41.4% | +83.9% | -42.5% | +7.1% |
| 5Y | +42.8% | +14.0% | +28.8% | +33.0% |
| All | +77.2% | +44.7% | +32.5% | +42.8% |
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