+89.6%
CL vs RF
+223.4%
-133.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | +3.2% | +1.9% | +1.3% | +3.0% |
| 30D | +8.0% | +7.3% | +0.7% | +7.3% |
| 3M | +7.9% | -7.9% | +15.8% | +8.8% |
| 6M | +14.7% | +10.5% | +4.2% | +13.5% |
| YTD | +29.2% | +9.6% | +19.5% | +27.7% |
| 1Y | +29.5% | +20.3% | +9.2% | +26.9% |
| 3Y | +40.7% | +119.5% | -78.9% | +27.6% |
| 5Y | +43.9% | +48.2% | -4.3% | +35.0% |
| All | +89.6% | +223.4% | -133.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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