+553.1%
MA vs CL
+74.1%
+479.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | +14.7% | +11.4% | +3.3% | +9.2% |
| 3M | +13.5% | +4.4% | +9.1% | +11.2% |
| 6M | +33.1% | +10.8% | +22.3% | +26.8% |
| YTD | +15.1% | +25.1% | -10.1% | +2.6% |
| 1Y | +18.7% | +28.0% | -9.2% | +4.6% |
| 3Y | +72.1% | +37.6% | +34.5% | +43.3% |
| 5Y | +92.8% | +39.7% | +53.1% | +57.7% |
| All | +553.1% | +74.1% | +479.0% | +381.1% |
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