+53.4%
CL vs DE
+849.6%
-796.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -1.4% | +0.7% | -2.0% | -1.5% |
| 30D | -5.2% | +9.6% | -14.9% | -6.8% |
| 3M | +3.3% | +19.0% | -15.7% | 0.0% |
| 6M | -4.4% | +16.1% | -20.4% | -7.3% |
| YTD | +13.9% | +47.0% | -33.1% | +5.6% |
| 1Y | +7.6% | +43.1% | -35.5% | +0.1% |
| 3Y | +29.6% | +77.5% | -47.9% | +14.6% |
| 5Y | +28.1% | +96.4% | -68.3% | +8.9% |
| 10Y | +53.4% | +852.9% | -799.5% | -12.2% |
| All | +53.4% | +849.6% | -796.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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