+84.3%
CL vs TPR
+387.0%
-302.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.6% | +12.1% | -9.5% | +1.6% |
| 30D | +11.8% | +16.7% | -4.9% | +10.3% |
| 3M | +5.9% | -17.4% | +23.3% | +7.3% |
| 6M | +13.3% | +2.3% | +11.0% | +12.7% |
| YTD | +27.1% | +7.1% | +20.0% | +25.8% |
| 1Y | +28.0% | +29.5% | -1.5% | +24.7% |
| 3Y | +39.4% | +415.0% | -375.7% | +18.7% |
| 5Y | +40.8% | +261.5% | -220.7% | +22.0% |
| All | +84.3% | +387.0% | -302.8% | +43.0% |
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