+52.4%
CL vs SM
+5.6%
+46.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | +26.3% | -31.1% | -5.1% |
| 3M | +4.9% | +8.7% | -3.8% | +4.8% |
| 6M | -5.7% | +51.7% | -57.4% | -6.3% |
| YTD | +14.4% | +99.0% | -84.7% | +13.2% |
| 1Y | +8.7% | +34.6% | -25.8% | +8.1% |
| 3Y | +30.0% | -7.8% | +37.7% | +29.5% |
| 5Y | +28.4% | +104.8% | -76.4% | +25.2% |
| All | +52.4% | +5.6% | +46.8% | +38.6% |
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