-22.7%
U vs CL
+51.3%
-74.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +5.6% |
| 7D | +2.6% | +3.2% | -0.7% | +3.2% |
| 30D | +27.6% | +8.0% | +19.5% | +29.6% |
| 3M | +15.3% | +7.9% | +7.5% | +17.3% |
| 6M | +96.4% | +14.7% | +81.7% | +102.1% |
| YTD | +19.6% | +29.2% | -9.6% | +24.4% |
| 1Y | +42.1% | +29.5% | +12.6% | +47.9% |
| 3Y | +87.5% | +40.7% | +46.9% | +93.8% |
| 5Y | -73.1% | +43.9% | -117.0% | -72.3% |
| All | -22.7% | +51.3% | -74.0% | -17.1% |
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