+196.4%
SO vs CL
+88.0%
+108.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.2% |
| 7D | +1.4% | +3.2% | -1.9% | -0.5% |
| 30D | +4.7% | +8.0% | -3.3% | 0.0% |
| 3M | +1.7% | +7.9% | -6.2% | -2.9% |
| 6M | +2.2% | +14.7% | -12.6% | -6.2% |
| YTD | +10.0% | +29.2% | -19.2% | -6.7% |
| 1Y | +6.0% | +29.5% | -23.5% | -10.4% |
| 3Y | +54.1% | +40.7% | +13.5% | +21.6% |
| 5Y | +79.6% | +43.9% | +35.8% | +38.1% |
| All | +196.4% | +88.0% | +108.4% | +92.2% |
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