+73.4%
CL vs TPR
+383.4%
-310.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.3% | +14.2% | -12.9% | +0.2% |
| 30D | +11.4% | +17.1% | -5.7% | +9.9% |
| 3M | +4.4% | -17.7% | +22.1% | +5.8% |
| 6M | +10.8% | -10.2% | +21.0% | +11.3% |
| YTD | +25.1% | +4.9% | +20.2% | +24.0% |
| 1Y | +28.0% | +36.1% | -8.2% | +24.2% |
| 3Y | +37.6% | +416.5% | -378.8% | +17.2% |
| 5Y | +39.7% | +254.8% | -215.1% | +21.3% |
| All | +73.4% | +383.4% | -310.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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