+73.4%
CL vs NDAQ
+475.8%
-402.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +11.4% | +16.5% | -5.2% | +6.6% |
| 3M | +4.4% | +13.5% | -9.1% | +0.6% |
| 6M | +10.8% | +20.9% | -10.1% | +4.5% |
| YTD | +25.1% | +11.4% | +13.7% | +20.2% |
| 1Y | +28.0% | +25.9% | +2.0% | +18.2% |
| 3Y | +37.6% | +119.9% | -82.2% | +3.8% |
| 5Y | +39.7% | +61.7% | -22.0% | +15.6% |
| All | +73.4% | +475.8% | -402.4% | -11.5% |
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