+564.5%
CL vs NDAQ
+2,586.3%
-2,021.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +5.9% | +1.2% | +4.8% | +5.8% |
| 30D | +13.8% | +15.8% | -2.0% | +11.3% |
| 3M | +6.4% | +13.4% | -7.0% | +4.4% |
| 6M | +15.6% | +20.9% | -5.2% | +12.3% |
| YTD | +27.9% | +11.1% | +16.8% | +25.3% |
| 1Y | +31.4% | +26.5% | +4.9% | +26.3% |
| 3Y | +41.4% | +121.5% | -80.1% | +24.4% |
| 5Y | +42.8% | +61.3% | -18.5% | +30.5% |
| 10Y | +79.7% | +480.0% | -400.3% | +37.4% |
| All | +564.5% | +2,586.3% | -2,021.8% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling