+62.2%
CL vs DOW
-15.4%
+77.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.4% | -2.9% | +1.6% | -1.0% |
| 30D | -5.2% | +2.0% | -7.2% | -5.5% |
| 3M | +3.3% | -12.5% | +15.8% | +4.7% |
| 6M | -4.4% | -9.2% | +4.8% | -4.3% |
| YTD | +13.9% | +30.8% | -16.9% | +8.0% |
| 1Y | +7.6% | +29.4% | -21.8% | +1.8% |
| 3Y | +29.6% | -34.6% | +64.1% | +34.0% |
| 5Y | +28.1% | -35.9% | +64.0% | +31.3% |
| All | +62.2% | -15.4% | +77.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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