+73.4%
CL vs PR
+66.0%
+7.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.1% |
| 7D | +1.3% | -16.4% | +17.7% | +1.2% |
| 30D | +11.4% | -1.9% | +13.2% | +11.3% |
| 3M | +4.4% | +8.0% | -3.5% | +4.5% |
| 6M | +10.8% | +4.1% | +6.7% | +10.9% |
| YTD | +25.1% | +58.7% | -33.6% | +25.6% |
| 1Y | +28.0% | +75.8% | -47.9% | +28.5% |
| 3Y | +37.6% | +73.2% | -35.5% | +38.3% |
| 5Y | +39.7% | +230.1% | -190.4% | +41.3% |
| All | +73.4% | +66.0% | +7.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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