+84.9%
CL vs DD
+100.9%
-16.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | +11.8% | +20.7% | -8.9% | +8.5% |
| 3M | +5.9% | +11.3% | -5.4% | +4.0% |
| 6M | +13.3% | +6.0% | +7.4% | +11.9% |
| YTD | +27.1% | +31.7% | -4.6% | +21.0% |
| 1Y | +28.0% | +32.2% | -4.2% | +21.7% |
| 3Y | +39.4% | +92.7% | -53.3% | +22.7% |
| 5Y | +40.8% | +72.1% | -31.4% | +24.7% |
| 10Y | +84.9% | +99.7% | -14.8% | +49.9% |
| All | +84.9% | +100.9% | -16.0% | +49.9% |
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