+175.2%
SO vs CL
+74.1%
+101.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.2% |
| 7D | -1.5% | +1.3% | -2.8% | -2.3% |
| 30D | +8.1% | +11.4% | -3.3% | +1.5% |
| 3M | +0.2% | +4.4% | -4.2% | -2.5% |
| 6M | +0.4% | +10.8% | -10.4% | -5.9% |
| YTD | +8.5% | +25.1% | -16.6% | -6.3% |
| 1Y | +4.9% | +28.0% | -23.0% | -10.8% |
| 3Y | +47.9% | +37.6% | +10.3% | +18.1% |
| 5Y | +75.7% | +39.7% | +36.0% | +37.3% |
| All | +175.2% | +74.1% | +101.1% | +88.4% |
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