+84.9%
CL vs SM
+4.2%
+80.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.1% |
| 7D | +2.6% | -19.5% | +22.1% | +2.8% |
| 30D | +11.8% | -20.2% | +32.0% | +11.9% |
| 3M | +5.9% | -6.5% | +12.4% | +5.9% |
| 6M | +13.3% | +1.6% | +11.8% | +13.1% |
| YTD | +27.1% | +61.2% | -34.1% | +26.0% |
| 1Y | +28.0% | +65.4% | -37.4% | +26.8% |
| 3Y | +39.4% | -13.0% | +52.4% | +38.7% |
| 5Y | +40.8% | -4.3% | +45.0% | +39.1% |
| 10Y | +84.9% | +3.0% | +81.8% | +67.1% |
| All | +84.9% | +4.2% | +80.7% | +67.1% |
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