+76.3%
CL vs USFR
+28.5%
+47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | +11.6% | +0.4% | +11.2% | +11.5% |
| 3M | +5.6% | +1.1% | +4.6% | +5.2% |
| 6M | +13.2% | +2.0% | +11.1% | +12.3% |
| YTD | +26.9% | +3.4% | +23.5% | +25.4% |
| 1Y | +27.3% | +4.1% | +23.2% | +25.6% |
| 3Y | +39.7% | +14.3% | +25.4% | +36.0% |
| 5Y | +41.3% | +21.3% | +20.0% | +37.9% |
| 10Y | +76.3% | +28.5% | +47.8% | +72.3% |
| All | +76.3% | +28.5% | +47.8% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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