+57.3%
CL vs SPYG
+412.5%
-355.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -5.5% | -1.7% | -3.8% | -5.1% |
| 3M | +0.8% | +3.6% | -2.8% | -0.5% |
| 6M | -4.2% | +16.6% | -20.8% | -9.0% |
| YTD | +13.4% | +13.4% | +0.1% | +8.5% |
| 1Y | +7.1% | +19.6% | -12.5% | +0.4% |
| 3Y | +29.0% | +99.8% | -70.7% | -2.8% |
| 5Y | +28.3% | +85.0% | -56.7% | -1.8% |
| 10Y | +57.3% | +422.1% | -364.8% | -34.4% |
| All | +57.3% | +412.5% | -355.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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