+84.9%
CL vs EW
+234.0%
-149.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.6% | +9.3% | -6.7% | +1.2% |
| 30D | +11.8% | +22.1% | -10.3% | +8.4% |
| 3M | +5.9% | +13.0% | -7.1% | +3.9% |
| 6M | +13.3% | +30.1% | -16.8% | +8.7% |
| YTD | +27.1% | +22.0% | +5.1% | +22.9% |
| 1Y | +28.0% | +23.7% | +4.3% | +23.5% |
| 3Y | +39.4% | +62.0% | -22.6% | +25.6% |
| 5Y | +40.8% | -12.4% | +53.2% | +39.2% |
| 10Y | +84.9% | +236.1% | -151.2% | +55.2% |
| All | +84.9% | +234.0% | -149.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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