+52.4%
CL vs NDAQ
+382.2%
-329.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.2% | -2.4% | +0.3% | -1.5% |
| 30D | -4.8% | +2.5% | -7.3% | -5.5% |
| 3M | +4.9% | +9.9% | -5.0% | +1.8% |
| 6M | -5.7% | +9.4% | -15.1% | -8.5% |
| YTD | +14.4% | +0.4% | +14.0% | +13.2% |
| 1Y | +8.7% | +4.0% | +4.7% | +6.2% |
| 3Y | +30.0% | +94.4% | -64.4% | +1.5% |
| 5Y | +28.4% | +56.7% | -28.4% | +5.9% |
| All | +52.4% | +382.2% | -329.8% | -16.6% |
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