+73.4%
CL vs SM
+8.2%
+65.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.2% |
| 7D | +1.3% | -25.9% | +27.2% | +1.6% |
| 30D | +11.4% | -15.1% | +26.5% | +11.5% |
| 3M | +4.4% | +4.9% | -0.4% | +4.3% |
| 6M | +10.8% | +6.1% | +4.6% | +10.6% |
| YTD | +25.1% | +63.4% | -38.3% | +24.0% |
| 1Y | +28.0% | +72.5% | -44.5% | +26.7% |
| 3Y | +37.6% | -16.9% | +54.5% | +37.1% |
| 5Y | +39.7% | -10.6% | +50.4% | +38.2% |
| All | +73.4% | +8.2% | +65.2% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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