+79.8%
CL vs SW
+189.7%
-109.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +3.1% |
| 7D | +7.7% | +12.1% | -4.3% | +7.3% |
| 30D | +15.2% | +6.6% | +8.7% | +15.0% |
| 3M | +7.3% | -6.0% | +13.4% | +7.5% |
| 6M | +17.0% | +21.5% | -4.5% | +16.1% |
| YTD | +28.0% | +20.3% | +7.7% | +26.9% |
| 1Y | +32.1% | +28.1% | +4.0% | +30.7% |
| 3Y | +41.5% | +51.6% | -10.1% | +38.6% |
| 5Y | +43.9% | -0.1% | +44.0% | +42.0% |
| 10Y | +79.8% | +189.7% | -109.9% | +63.8% |
| All | +79.8% | +189.7% | -109.9% | +63.8% |
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