+995.4%
TER vs CL
+88.0%
+907.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.5% |
| 7D | +14.4% | +3.2% | +11.1% | +14.0% |
| 30D | -30.6% | +8.0% | -38.6% | -31.2% |
| 3M | -39.2% | +7.9% | -47.1% | -39.8% |
| 6M | -31.3% | +14.7% | -46.0% | -33.2% |
| YTD | +29.1% | +29.2% | -0.1% | +21.9% |
| 1Y | +47.4% | +29.5% | +17.9% | +39.0% |
| 3Y | +191.2% | +40.7% | +150.6% | +156.2% |
| 5Y | +74.0% | +43.9% | +30.1% | +49.8% |
| All | +995.4% | +88.0% | +907.4% | +756.5% |
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