+75.2%
CL vs IR
+332.9%
-257.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +8.0% | +9.2% | -1.1% | +6.9% |
| 3M | +7.9% | +0.9% | +6.9% | +7.6% |
| 6M | +14.7% | +19.2% | -4.5% | +12.1% |
| YTD | +29.2% | +7.5% | +21.7% | +27.4% |
| 1Y | +29.5% | +11.7% | +17.8% | +27.2% |
| 3Y | +40.7% | +23.9% | +16.8% | +34.4% |
| 5Y | +43.9% | +46.4% | -2.5% | +32.9% |
| All | +75.2% | +332.9% | -257.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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