+61.4%
T vs CL
+84.6%
-23.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | -1.0% | +9.5% | -10.6% | -4.9% |
| 3M | -8.1% | +6.8% | -14.9% | -10.8% |
| 6M | -8.3% | +14.3% | -22.5% | -13.7% |
| YTD | -6.1% | +27.0% | -33.1% | -16.2% |
| 1Y | -7.4% | +26.3% | -33.7% | -17.2% |
| 3Y | +65.4% | +39.3% | +26.2% | +39.6% |
| 5Y | +57.6% | +41.5% | +16.1% | +30.4% |
| 10Y | +61.4% | +84.1% | -22.7% | +18.6% |
| All | +61.4% | +84.6% | -23.2% | +18.6% |
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