+89.6%
CL vs DE
+762.0%
-672.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +8.0% | +3.6% | +4.5% | +7.4% |
| 3M | +7.9% | +10.2% | -2.4% | +5.9% |
| 6M | +14.7% | +16.6% | -1.8% | +11.3% |
| YTD | +29.2% | +45.8% | -16.7% | +19.8% |
| 1Y | +29.5% | +43.9% | -14.4% | +20.3% |
| 3Y | +40.7% | +89.6% | -48.9% | +22.8% |
| 5Y | +43.9% | +100.3% | -56.5% | +21.9% |
| All | +89.6% | +762.0% | -672.4% | +19.7% |
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