+84.9%
CL vs NI
+181.4%
-96.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +2.6% | +1.5% | +1.1% | +2.0% |
| 30D | +11.8% | +11.9% | -0.1% | +6.7% |
| 3M | +5.9% | +9.1% | -3.2% | +2.1% |
| 6M | +13.3% | -1.8% | +15.1% | +13.9% |
| YTD | +27.1% | +11.4% | +15.7% | +21.0% |
| 1Y | +28.0% | +6.4% | +21.6% | +24.2% |
| 3Y | +39.4% | +98.2% | -58.8% | +2.2% |
| 5Y | +40.8% | +110.1% | -69.3% | -1.0% |
| 10Y | +84.9% | +189.0% | -104.1% | +9.8% |
| All | +84.9% | +181.4% | -96.5% | +9.8% |
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