+81.0%
F vs CL
+76.2%
+4.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -0.6% | +0.5% | -1.2% | -0.8% |
| 30D | +2.9% | +11.6% | -8.7% | -0.7% |
| 3M | -9.5% | +5.6% | -15.1% | -11.1% |
| 6M | +4.0% | +13.2% | -9.1% | -0.4% |
| YTD | -1.3% | +26.9% | -28.2% | -9.1% |
| 1Y | -1.9% | +27.3% | -29.3% | -9.9% |
| 3Y | +53.5% | +39.7% | +13.8% | +34.4% |
| 5Y | -15.1% | +41.3% | -56.5% | -26.4% |
| 10Y | +81.0% | +76.3% | +4.7% | +46.7% |
| All | +81.0% | +76.2% | +4.8% | +46.7% |
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