+83.1%
CL vs DD
+99.0%
-15.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.8% | +3.2% | -4.0% | -1.3% |
| 30D | +9.5% | +20.3% | -10.7% | +6.4% |
| 3M | +6.8% | +8.2% | -1.4% | +5.3% |
| 6M | +14.3% | +3.4% | +10.9% | +13.3% |
| YTD | +26.3% | +30.6% | -4.4% | +20.4% |
| 1Y | +25.6% | +30.6% | -5.1% | +19.6% |
| 3Y | +38.5% | +91.1% | -52.6% | +22.0% |
| 5Y | +40.7% | +68.6% | -27.9% | +25.1% |
| 10Y | +83.1% | +99.9% | -16.8% | +48.2% |
| All | +83.1% | +99.0% | -15.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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