+444.2%
V vs CL
+76.2%
+368.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | +9.5% | +11.6% | -2.1% | +4.5% |
| 3M | +16.7% | +5.6% | +11.1% | +13.9% |
| 6M | +32.9% | +13.2% | +19.8% | +25.8% |
| YTD | +21.1% | +26.9% | -5.8% | +8.0% |
| 1Y | +26.6% | +27.3% | -0.7% | +12.7% |
| 3Y | +78.4% | +39.7% | +38.6% | +48.8% |
| 5Y | +105.5% | +41.3% | +64.2% | +68.4% |
| 10Y | +444.2% | +76.3% | +368.0% | +304.9% |
| All | +444.2% | +76.2% | +368.0% | +304.9% |
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