+49.3%
CL vs SW
+147.8%
-98.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | -2.2% | -5.1% | +2.9% | -2.0% |
| 30D | -4.8% | -4.6% | -0.3% | -4.7% |
| 3M | +4.9% | +9.4% | -4.5% | +4.5% |
| 6M | -5.7% | +3.5% | -9.2% | -6.0% |
| YTD | +14.4% | +22.0% | -7.7% | +13.4% |
| 1Y | +8.7% | +2.2% | +6.5% | +8.3% |
| 3Y | +30.0% | +19.6% | +10.4% | +28.1% |
| 5Y | +28.4% | -2.3% | +30.7% | +26.7% |
| All | +49.3% | +147.8% | -98.4% | +37.2% |
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