+28.1%
CL vs NI
+100.2%
-72.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | -5.2% | -1.7% | -3.5% | -4.7% |
| 3M | +3.3% | -8.0% | +11.3% | +6.3% |
| 6M | -4.4% | -8.6% | +4.3% | -1.4% |
| YTD | +13.9% | +2.3% | +11.6% | +12.6% |
| 1Y | +7.6% | +6.9% | +0.7% | +4.5% |
| 3Y | +29.6% | +70.6% | -41.0% | +3.6% |
| 5Y | +28.1% | +96.4% | -68.3% | -7.1% |
| All | +28.1% | +100.2% | -72.2% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling