+568.4%
MA vs CL
+78.1%
+490.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.8% | +2.6% | -0.8% | +0.6% |
| 30D | +11.8% | +11.8% | +0.1% | +6.3% |
| 3M | +17.2% | +5.9% | +11.3% | +14.1% |
| 6M | +33.4% | +13.3% | +20.1% | +25.7% |
| YTD | +16.1% | +27.1% | -11.0% | +2.8% |
| 1Y | +19.9% | +28.0% | -8.1% | +5.7% |
| 3Y | +70.1% | +39.4% | +30.7% | +40.8% |
| 5Y | +89.6% | +40.8% | +48.9% | +54.6% |
| 10Y | +568.4% | +84.9% | +483.6% | +381.0% |
| All | +568.4% | +78.1% | +490.3% | +381.0% |
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