+638.0%
XYZ vs CL
+76.2%
+561.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | +14.9% | +0.5% | +14.4% | +14.8% |
| 30D | +14.7% | +11.6% | +3.1% | +10.2% |
| 3M | +12.1% | +5.6% | +6.5% | +9.9% |
| 6M | +18.3% | +13.2% | +5.2% | +12.8% |
| YTD | +36.1% | +26.9% | +9.1% | +23.3% |
| 1Y | +35.3% | +27.3% | +8.0% | +22.3% |
| 3Y | +73.5% | +39.7% | +33.8% | +43.9% |
| 5Y | -61.6% | +41.3% | -102.9% | -68.9% |
| 10Y | +638.0% | +76.3% | +561.7% | +428.8% |
| All | +638.0% | +76.2% | +561.8% | +428.8% |
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