+81.0%
CL vs DOW
-10.0%
+90.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +2.6% | -6.8% | +9.4% | +3.4% |
| 30D | +11.8% | +10.8% | +1.0% | +10.4% |
| 3M | +5.9% | +4.1% | +1.8% | +5.2% |
| 6M | +13.3% | -12.7% | +26.1% | +14.7% |
| YTD | +27.1% | +39.2% | -12.1% | +19.5% |
| 1Y | +28.0% | +49.5% | -21.5% | +19.0% |
| 3Y | +39.4% | -24.4% | +63.8% | +41.0% |
| 5Y | +40.8% | -29.6% | +70.3% | +42.5% |
| All | +81.0% | -10.0% | +90.9% | +46.8% |
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