+37.4%
CL vs S
-49.1%
+86.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.1% |
| 7D | +2.6% | +1.4% | +1.2% | +2.6% |
| 30D | +11.8% | -10.8% | +22.6% | +11.6% |
| 3M | +5.9% | +5.4% | +0.5% | +6.0% |
| 6M | +13.3% | +41.2% | -27.9% | +14.0% |
| YTD | +27.1% | +56.2% | -29.1% | +28.1% |
| 1Y | +28.0% | +36.3% | -8.3% | +28.8% |
| 3Y | +39.4% | +49.4% | -10.0% | +40.7% |
| 5Y | +40.8% | -66.9% | +107.6% | +39.6% |
| All | +37.4% | -49.1% | +86.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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