+73.4%
CL vs DLR
+166.0%
-92.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.3% | -3.6% | +4.9% | +2.0% |
| 30D | +11.4% | -3.5% | +14.8% | +11.9% |
| 3M | +4.4% | -8.9% | +13.3% | +6.1% |
| 6M | +10.8% | -11.6% | +22.4% | +12.9% |
| YTD | +25.1% | +14.9% | +10.2% | +20.2% |
| 1Y | +28.0% | +6.4% | +21.5% | +24.9% |
| 3Y | +37.6% | +47.3% | -9.6% | +21.1% |
| 5Y | +39.7% | +32.8% | +6.9% | +24.6% |
| All | +73.4% | +166.0% | -92.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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