+5,892.0%
FIX vs CL
+50.5%
+5,841.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +6.0% | -2.2% | +8.2% | +6.5% |
| 30D | -7.2% | -4.8% | -2.4% | -6.3% |
| 3M | -15.9% | +4.9% | -20.8% | -17.7% |
| 6M | +12.7% | -5.7% | +18.5% | +13.4% |
| YTD | +72.8% | +14.4% | +58.4% | +64.0% |
| 1Y | +122.9% | +8.7% | +114.1% | +113.9% |
| 3Y | +774.3% | +30.0% | +744.3% | +638.9% |
| 5Y | +2,049.5% | +28.4% | +2,021.1% | +1,709.9% |
| All | +5,892.0% | +50.5% | +5,841.5% | +4,385.7% |
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