+235.7%
DIA vs CL
+88.0%
+147.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | +2.1% | +3.2% | -1.1% | +0.9% |
| 30D | +1.5% | +8.0% | -6.6% | -1.6% |
| 3M | -2.4% | +7.9% | -10.3% | -5.5% |
| 6M | +6.0% | +14.7% | -8.8% | -0.3% |
| YTD | +10.1% | +29.2% | -19.1% | -2.0% |
| 1Y | +11.8% | +29.5% | -17.7% | -0.7% |
| 3Y | +59.7% | +40.7% | +19.0% | +32.8% |
| 5Y | +57.9% | +43.9% | +14.0% | +28.3% |
| All | +235.7% | +88.0% | +147.7% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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