+54.1%
T vs CL
+76.2%
-22.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.4% |
| 30D | -1.7% | +11.6% | -13.3% | -6.3% |
| 3M | -7.3% | +5.6% | -12.9% | -9.6% |
| 6M | -11.2% | +13.2% | -24.4% | -16.1% |
| YTD | -8.1% | +26.9% | -35.0% | -17.9% |
| 1Y | -8.0% | +27.3% | -35.3% | -18.0% |
| 3Y | +62.1% | +39.7% | +22.4% | +36.5% |
| 5Y | +55.7% | +41.3% | +14.4% | +28.9% |
| 10Y | +54.1% | +76.3% | -22.2% | +16.1% |
| All | +54.1% | +76.2% | -22.1% | +16.1% |
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