+3,459.3%
FIX vs CL
+77.9%
+3,381.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.6% |
| 7D | -27.2% | +5.9% | -33.2% | -28.1% |
| 30D | -46.9% | +13.8% | -60.7% | -48.4% |
| 3M | -44.4% | +6.4% | -50.8% | -45.2% |
| 6M | -50.9% | +15.6% | -66.5% | -53.0% |
| YTD | +3.5% | +27.9% | -24.3% | -4.1% |
| 1Y | -2.1% | +31.4% | -33.5% | -10.3% |
| 3Y | +418.7% | +41.4% | +377.4% | +334.4% |
| 5Y | +894.6% | +42.8% | +851.8% | +718.2% |
| All | +3,459.3% | +77.9% | +3,381.4% | +2,524.3% |
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