+89.6%
CL vs EW
+254.3%
-164.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +3.2% | +4.9% | -1.7% | +2.5% |
| 30D | +8.0% | +23.9% | -15.9% | +4.5% |
| 3M | +7.9% | +15.8% | -7.9% | +5.4% |
| 6M | +14.7% | +31.7% | -16.9% | +9.9% |
| YTD | +29.2% | +25.7% | +3.5% | +24.3% |
| 1Y | +29.5% | +24.4% | +5.1% | +24.9% |
| 3Y | +40.7% | +65.9% | -25.2% | +26.3% |
| 5Y | +43.9% | -7.6% | +51.5% | +41.0% |
| All | +89.6% | +254.3% | -164.7% | +60.2% |
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