+4,850.5%
CL vs NI
+5,092.7%
-242.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | -4.8% | -3.5% | -1.3% | -3.8% |
| 3M | +4.9% | -9.1% | +14.0% | +8.0% |
| 6M | -5.7% | -11.8% | +6.1% | -2.0% |
| YTD | +14.4% | +1.1% | +13.3% | +13.7% |
| 1Y | +8.7% | +6.7% | +2.0% | +6.1% |
| 3Y | +30.0% | +71.1% | -41.1% | +8.1% |
| 5Y | +28.4% | +94.3% | -65.9% | +2.0% |
| 10Y | +50.1% | +135.8% | -85.7% | +10.3% |
| All | +4,850.5% | +5,092.7% | -242.2% | +1,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling