+89.6%
CL vs NI
+197.8%
-108.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +3.2% | +4.3% | -1.1% | +1.4% |
| 30D | +8.0% | +12.4% | -4.3% | +3.0% |
| 3M | +7.9% | +10.2% | -2.3% | +3.6% |
| 6M | +14.7% | -0.8% | +15.5% | +14.9% |
| YTD | +29.2% | +13.2% | +15.9% | +22.1% |
| 1Y | +29.5% | +10.1% | +19.5% | +23.9% |
| 3Y | +40.7% | +103.1% | -62.4% | +2.1% |
| 5Y | +43.9% | +115.5% | -71.7% | +0.1% |
| All | +89.6% | +197.8% | -108.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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