+86.2%
CL vs EXC
+201.2%
-115.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -1.9% | +1.1% | 0.0% |
| 30D | +9.5% | +7.8% | +1.7% | +6.2% |
| 3M | +6.6% | +1.9% | +4.8% | +5.8% |
| 6M | +13.2% | +3.4% | +9.9% | +11.7% |
| YTD | +26.9% | +7.6% | +19.3% | +22.7% |
| 1Y | +27.6% | +2.1% | +25.5% | +26.0% |
| 3Y | +39.1% | +29.6% | +9.5% | +23.7% |
| 5Y | +41.3% | +39.5% | +1.8% | +20.0% |
| All | +86.2% | +201.2% | -115.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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