+427.5%
MAR vs CL
+52.5%
+375.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | -6.7% | -4.8% | -1.8% | -5.6% |
| 3M | -12.5% | +4.9% | -17.4% | -13.5% |
| 6M | +0.6% | -5.7% | +6.3% | +1.7% |
| YTD | +9.1% | +14.4% | -5.3% | +5.4% |
| 1Y | +26.2% | +8.7% | +17.5% | +23.2% |
| 3Y | +68.2% | +30.0% | +38.2% | +55.4% |
| 5Y | +163.9% | +28.4% | +135.6% | +143.4% |
| All | +427.5% | +52.5% | +375.0% | +386.9% |
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