+886.2%
TER vs CL
+74.1%
+812.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +2.8% |
| 7D | -20.5% | +1.3% | -21.8% | -20.6% |
| 30D | -47.0% | +11.4% | -58.4% | -47.8% |
| 3M | -43.3% | +4.4% | -47.7% | -43.7% |
| 6M | -42.9% | +10.8% | -53.7% | -44.3% |
| YTD | +12.9% | +25.1% | -12.3% | +6.9% |
| 1Y | +18.2% | +28.0% | -9.8% | +11.1% |
| 3Y | +151.8% | +37.6% | +114.2% | +121.4% |
| 5Y | +54.2% | +39.7% | +14.5% | +33.1% |
| All | +886.2% | +74.1% | +812.1% | +679.3% |
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