+554.8%
MA vs CL
+76.2%
+478.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | -0.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.6% |
| 30D | +11.3% | +11.6% | -0.3% | +5.9% |
| 3M | +16.7% | +5.6% | +11.1% | +13.7% |
| 6M | +32.8% | +13.2% | +19.6% | +25.2% |
| YTD | +15.6% | +26.9% | -11.3% | +2.4% |
| 1Y | +19.6% | +27.3% | -7.8% | +5.7% |
| 3Y | +72.1% | +39.7% | +32.4% | +42.3% |
| 5Y | +96.0% | +41.3% | +54.7% | +59.5% |
| 10Y | +554.8% | +76.3% | +478.5% | +385.3% |
| All | +554.8% | +76.2% | +478.6% | +385.3% |
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