+41.3%
CL vs NDAQ
+68.2%
-26.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | +9.5% | +16.2% | -6.8% | +6.9% |
| 3M | +6.6% | +14.0% | -7.3% | +4.4% |
| 6M | +13.2% | +22.3% | -9.0% | +9.6% |
| YTD | +26.9% | +13.0% | +13.9% | +23.9% |
| 1Y | +27.6% | +24.0% | +3.6% | +22.6% |
| 3Y | +39.1% | +117.1% | -78.0% | +19.2% |
| 5Y | +41.3% | +67.5% | -26.2% | +23.6% |
| All | +41.3% | +68.2% | -26.9% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling