+52.9%
CL vs MKTX
+5.1%
+47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -4.8% | +0.8% | -5.6% | -4.9% |
| 3M | -1.7% | +41.1% | -42.9% | -6.8% |
| 6M | -3.8% | -9.5% | +5.7% | -2.8% |
| YTD | +13.3% | -8.7% | +21.9% | +14.2% |
| 1Y | +8.3% | -10.0% | +18.3% | +9.3% |
| 3Y | +28.8% | -24.6% | +53.4% | +31.0% |
| 5Y | +28.5% | -60.3% | +88.8% | +43.1% |
| All | +52.9% | +5.1% | +47.8% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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