+77.2%
CL vs SW
+185.4%
-108.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +5.9% | +4.7% | +1.3% | +5.8% |
| 30D | +13.8% | +5.0% | +8.8% | +13.5% |
| 3M | +6.4% | -7.3% | +13.7% | +6.7% |
| 6M | +15.6% | +15.0% | +0.6% | +14.9% |
| YTD | +27.9% | +18.5% | +9.4% | +26.9% |
| 1Y | +31.4% | +27.1% | +4.3% | +30.1% |
| 3Y | +41.4% | +49.3% | -7.9% | +38.6% |
| 5Y | +42.8% | -1.6% | +44.4% | +41.0% |
| All | +77.2% | +185.4% | -108.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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