+73.4%
CL vs HWM
+1,472.2%
-1,398.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.4% |
| 7D | +1.3% | +3.3% | -2.0% | +1.0% |
| 30D | +11.4% | -7.6% | +19.0% | +11.9% |
| 3M | +4.4% | -28.9% | +33.3% | +7.2% |
| 6M | +10.8% | -19.7% | +30.5% | +12.4% |
| YTD | +25.1% | +0.5% | +24.6% | +24.2% |
| 1Y | +28.0% | +0.3% | +27.7% | +27.0% |
| 3Y | +37.6% | +325.8% | -288.2% | +15.7% |
| 5Y | +39.7% | +524.7% | -485.0% | +11.6% |
| All | +73.4% | +1,472.2% | -1,398.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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