+52.4%
CL vs DD
+70.2%
-17.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.7% |
| 30D | -4.8% | -10.3% | +5.5% | -3.3% |
| 3M | +4.9% | -7.5% | +12.5% | +6.0% |
| 6M | -5.7% | -8.0% | +2.3% | -4.9% |
| YTD | +14.4% | +10.5% | +3.9% | +12.0% |
| 1Y | +8.7% | +38.3% | -29.5% | +2.5% |
| 3Y | +30.0% | +42.5% | -12.5% | +20.2% |
| 5Y | +28.4% | +60.2% | -31.8% | +14.5% |
| All | +52.4% | +70.2% | -17.8% | +25.2% |
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