+86.2%
CL vs P
+666.7%
-580.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | -0.8% | +17.8% | -18.6% | -0.9% |
| 30D | +9.5% | -29.9% | +39.3% | +9.8% |
| 3M | +6.6% | -1.2% | +7.8% | +6.4% |
| 6M | +13.2% | +32.1% | -18.9% | +12.4% |
| YTD | +26.9% | +64.3% | -37.4% | +24.9% |
| 1Y | +27.6% | +24.3% | +3.3% | +26.5% |
| 3Y | +39.1% | +203.2% | -164.1% | +28.6% |
| 5Y | +41.3% | +290.4% | -249.1% | +26.1% |
| All | +86.2% | +666.7% | -580.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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