+454.5%
V vs CL
+78.1%
+376.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.5% |
| 30D | +9.7% | +11.8% | -2.0% | +4.6% |
| 3M | +17.3% | +5.9% | +11.4% | +14.3% |
| 6M | +33.2% | +13.3% | +19.9% | +26.0% |
| YTD | +21.3% | +27.1% | -5.8% | +8.2% |
| 1Y | +27.3% | +28.0% | -0.7% | +13.0% |
| 3Y | +76.1% | +39.4% | +36.7% | +47.0% |
| 5Y | +103.5% | +40.8% | +62.7% | +67.0% |
| 10Y | +454.5% | +84.9% | +369.6% | +300.7% |
| All | +454.5% | +78.1% | +376.4% | +300.7% |
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