+313.3%
LOW vs CL
+76.2%
+237.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.6% |
| 7D | +6.4% | +0.5% | +5.9% | +6.2% |
| 30D | +25.6% | +11.6% | +14.0% | +18.7% |
| 3M | +4.6% | +5.6% | -1.0% | +1.7% |
| 6M | +2.5% | +13.2% | -10.6% | -4.0% |
| YTD | -1.6% | +26.9% | -28.6% | -13.4% |
| 1Y | +1.7% | +27.3% | -25.6% | -10.6% |
| 3Y | +29.4% | +39.7% | -10.3% | +5.9% |
| 5Y | +9.6% | +41.3% | -31.7% | -11.8% |
| 10Y | +313.3% | +76.3% | +237.1% | +202.2% |
| All | +313.3% | +76.2% | +237.1% | +202.2% |
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