+3,553.2%
FIX vs CL
+88.0%
+3,465.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.7% |
| 7D | +9.4% | +3.2% | +6.2% | +8.8% |
| 30D | -27.8% | +8.0% | -35.8% | -29.0% |
| 3M | -35.6% | +7.9% | -43.4% | -36.7% |
| 6M | -45.2% | +14.7% | -60.0% | -47.5% |
| YTD | +19.5% | +29.2% | -9.7% | +10.2% |
| 1Y | +24.2% | +29.5% | -5.3% | +14.2% |
| 3Y | +494.2% | +40.7% | +453.5% | +397.6% |
| 5Y | +1,036.1% | +43.9% | +992.3% | +828.1% |
| All | +3,553.2% | +88.0% | +3,465.2% | +2,508.0% |
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