+83.1%
CL price history and return analytics
+224.4%
-141.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +9.5% | -1.7% | +11.3% | +10.2% |
| 3M | +6.8% | -2.3% | +9.1% | +7.6% |
| 6M | +14.3% | +1.5% | +12.8% | +13.0% |
| YTD | +26.3% | +12.0% | +14.2% | +19.4% |
| 1Y | +25.6% | +12.9% | +12.7% | +18.2% |
| 3Y | +38.5% | +74.9% | -36.5% | +4.2% |
| 5Y | +40.7% | +59.9% | -19.2% | +9.9% |
| 10Y | +83.1% | +224.6% | -141.6% | -7.2% |
| All | +83.1% | +224.4% | -141.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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