+38.7%
CL vs PL
+28.1%
+10.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.5% | -2.0% |
| 7D | +1.3% | -6.8% | +8.2% | +1.2% |
| 30D | +11.4% | -29.3% | +40.6% | +10.9% |
| 3M | +4.4% | -44.8% | +49.2% | +3.6% |
| 6M | +10.8% | -68.4% | +79.2% | +9.4% |
| YTD | +25.1% | -36.4% | +61.5% | +24.8% |
| 1Y | +28.0% | +0.7% | +27.2% | +28.3% |
| 3Y | +37.6% | +455.3% | -417.7% | +38.7% |
| 5Y | +39.7% | +22.7% | +17.0% | +39.1% |
| All | +38.7% | +28.1% | +10.7% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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