+76.3%
CL vs SM
+4.9%
+71.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.2% | +1.5% |
| 7D | +0.5% | -22.3% | +22.8% | +0.7% |
| 30D | +11.6% | -21.4% | +32.9% | +11.8% |
| 3M | +5.6% | +1.4% | +4.3% | +5.5% |
| 6M | +13.2% | +0.1% | +13.0% | +13.0% |
| YTD | +26.9% | +59.0% | -32.0% | +25.8% |
| 1Y | +27.3% | +64.3% | -37.0% | +26.2% |
| 3Y | +39.7% | -13.1% | +52.8% | +39.0% |
| 5Y | +41.3% | -13.9% | +55.2% | +39.9% |
| 10Y | +76.3% | +1.7% | +74.6% | +59.2% |
| All | +76.3% | +4.9% | +71.3% | +59.2% |
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