+84.1%
CL vs HWM
+1,554.5%
-1,470.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.3% |
| 7D | -0.8% | +5.0% | -5.7% | -1.2% |
| 30D | +9.5% | +1.5% | +8.0% | +9.2% |
| 3M | +6.8% | -20.3% | +27.1% | +8.6% |
| 6M | +14.3% | -18.0% | +32.3% | +15.8% |
| YTD | +27.0% | +9.5% | +17.5% | +25.1% |
| 1Y | +26.3% | +7.5% | +18.8% | +24.6% |
| 3Y | +39.3% | +355.7% | -316.4% | +16.1% |
| 5Y | +41.5% | +610.2% | -568.7% | +11.2% |
| 10Y | +84.1% | +1,516.8% | -1,432.7% | +25.0% |
| All | +84.1% | +1,554.5% | -1,470.4% | +25.0% |
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