+130.4%
TLT vs CL
+544.9%
-414.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.2% |
| 7D | +0.1% | +1.3% | -1.2% | +0.2% |
| 30D | +6.2% | +11.4% | -5.2% | +7.2% |
| 3M | -0.3% | +4.4% | -4.8% | +0.1% |
| 6M | -3.4% | +10.8% | -14.1% | -2.4% |
| YTD | -3.1% | +25.1% | -28.3% | -0.8% |
| 1Y | -5.2% | +28.0% | -33.2% | -2.8% |
| 3Y | +6.5% | +37.6% | -31.1% | +10.8% |
| 5Y | -34.7% | +39.7% | -74.4% | -31.7% |
| 10Y | -17.6% | +75.8% | -93.4% | -9.3% |
| All | +130.4% | +544.9% | -414.5% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling