+458.8%
V vs CL
+84.6%
+374.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.3% | -0.8% | -1.6% | -2.0% |
| 30D | +9.5% | +9.5% | 0.0% | +5.3% |
| 3M | +17.5% | +6.8% | +10.7% | +14.2% |
| 6M | +32.2% | +14.3% | +17.9% | +24.6% |
| YTD | +22.3% | +27.0% | -4.7% | +9.1% |
| 1Y | +26.8% | +26.3% | +0.5% | +13.2% |
| 3Y | +77.5% | +39.3% | +38.2% | +48.2% |
| 5Y | +110.1% | +41.5% | +68.6% | +71.9% |
| 10Y | +458.8% | +84.1% | +374.7% | +305.0% |
| All | +458.8% | +84.6% | +374.2% | +305.0% |
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