+226.8%
LOW vs CL
+51.8%
+175.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.4% | -1.4% | +1.7% | +1.1% |
| 30D | -10.1% | -5.2% | -4.9% | -7.6% |
| 3M | -2.9% | +3.3% | -6.2% | -4.6% |
| 6M | -19.4% | -4.4% | -15.0% | -17.7% |
| YTD | -15.4% | +13.9% | -29.4% | -21.3% |
| 1Y | -24.9% | +7.6% | -32.6% | -28.2% |
| 3Y | -7.8% | +29.6% | -37.4% | -21.9% |
| 5Y | +8.4% | +28.1% | -19.7% | -8.4% |
| 10Y | +226.8% | +53.4% | +173.4% | +154.4% |
| All | +226.8% | +51.8% | +175.0% | +154.4% |
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