+84.9%
CL vs NDAQ
+472.5%
-387.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +1.8% |
| 30D | +11.8% | +17.5% | -5.7% | +6.7% |
| 3M | +5.9% | +15.4% | -9.5% | +1.5% |
| 6M | +13.3% | +24.6% | -11.3% | +6.0% |
| YTD | +27.1% | +14.4% | +12.7% | +21.1% |
| 1Y | +28.0% | +26.9% | +1.1% | +18.0% |
| 3Y | +39.4% | +119.8% | -80.4% | +5.2% |
| 5Y | +40.8% | +70.5% | -29.7% | +14.3% |
| 10Y | +84.9% | +475.8% | -390.9% | -8.0% |
| All | +84.9% | +472.5% | -387.6% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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