-27.4%
U vs CL
+48.8%
-76.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +16.9% | -0.8% | +17.7% | +16.8% |
| 30D | +6.4% | +9.5% | -3.2% | +8.4% |
| 3M | +13.2% | +6.8% | +6.4% | +14.9% |
| 6M | +84.8% | +14.3% | +70.5% | +90.0% |
| YTD | +12.4% | +27.0% | -14.6% | +16.6% |
| 1Y | +19.8% | +26.3% | -6.5% | +24.3% |
| 3Y | +83.8% | +39.3% | +44.6% | +89.3% |
| 5Y | -72.7% | +41.5% | -114.3% | -71.9% |
| All | -27.4% | +48.8% | -76.1% | -22.3% |
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