+76.3%
CL vs O
+69.9%
+6.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | +0.5% | +3.3% | -2.8% | -0.5% |
| 30D | +11.6% | +10.3% | +1.2% | +8.3% |
| 3M | +5.6% | -3.5% | +9.1% | +6.7% |
| 6M | +13.2% | -1.3% | +14.4% | +13.6% |
| YTD | +26.9% | +10.3% | +16.6% | +23.3% |
| 1Y | +27.3% | +10.4% | +16.9% | +23.7% |
| 3Y | +39.7% | +40.0% | -0.3% | +26.6% |
| 5Y | +41.3% | +12.4% | +29.0% | +35.2% |
| 10Y | +76.3% | +78.2% | -1.9% | +42.1% |
| All | +76.3% | +69.9% | +6.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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