+58.8%
T vs CL
+78.1%
-19.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.4% |
| 30D | -1.1% | +11.8% | -12.8% | -5.8% |
| 3M | -7.7% | +5.9% | -13.6% | -10.1% |
| 6M | -10.6% | +13.3% | -24.0% | -15.6% |
| YTD | -7.5% | +27.1% | -34.6% | -17.4% |
| 1Y | -7.4% | +28.0% | -35.4% | -17.7% |
| 3Y | +63.1% | +39.4% | +23.7% | +37.5% |
| 5Y | +55.2% | +40.8% | +14.4% | +28.7% |
| 10Y | +58.8% | +84.9% | -26.1% | +16.2% |
| All | +58.8% | +78.1% | -19.3% | +16.2% |
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