+80.6%
CL vs DOW
-5.2%
+85.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -0.8% | +3.7% | -4.5% | -1.2% |
| 30D | +9.5% | +16.3% | -6.8% | +7.5% |
| 3M | +6.6% | +9.7% | -3.0% | +5.3% |
| 6M | +13.2% | -14.1% | +27.3% | +14.9% |
| YTD | +26.9% | +46.6% | -19.7% | +18.5% |
| 1Y | +27.6% | +56.8% | -29.2% | +18.0% |
| 3Y | +39.1% | -20.4% | +59.5% | +39.8% |
| 5Y | +41.3% | -27.4% | +68.7% | +42.8% |
| All | +80.6% | -5.2% | +85.8% | +45.6% |
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