+550.1%
CL vs NDAQ
+2,593.6%
-2,043.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +11.4% | +16.5% | -5.2% | +8.9% |
| 3M | +4.4% | +13.5% | -9.1% | +2.5% |
| 6M | +10.8% | +20.9% | -10.1% | +7.5% |
| YTD | +25.1% | +11.4% | +13.7% | +22.6% |
| 1Y | +28.0% | +25.9% | +2.0% | +23.1% |
| 3Y | +37.6% | +119.9% | -82.2% | +21.2% |
| 5Y | +39.7% | +61.7% | -22.0% | +27.6% |
| 10Y | +75.8% | +481.6% | -405.8% | +34.4% |
| All | +550.1% | +2,593.6% | -2,043.4% | +351.1% |
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