+89.6%
CL vs HWM
+1,487.1%
-1,397.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +3.2% | +7.3% | -4.1% | +2.6% |
| 30D | +8.0% | +1.6% | +6.5% | +7.7% |
| 3M | +7.9% | -21.9% | +29.7% | +9.9% |
| 6M | +14.7% | -19.0% | +33.8% | +16.4% |
| YTD | +29.2% | +7.9% | +21.2% | +27.4% |
| 1Y | +29.5% | +9.9% | +19.6% | +27.5% |
| 3Y | +40.7% | +342.1% | -301.5% | +17.6% |
| 5Y | +43.9% | +600.8% | -556.9% | +13.1% |
| All | +89.6% | +1,487.1% | -1,397.5% | +29.1% |
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