+5,315.6%
CL vs NI
+5,476.3%
-160.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | +1.3% | -0.9% | +2.3% | +1.7% |
| 30D | +11.4% | +9.6% | +1.7% | +8.2% |
| 3M | +4.4% | +2.5% | +2.0% | +3.6% |
| 6M | +10.8% | -5.8% | +16.6% | +12.7% |
| YTD | +25.1% | +8.6% | +16.6% | +21.6% |
| 1Y | +28.0% | +6.0% | +22.0% | +25.2% |
| 3Y | +37.6% | +91.0% | -53.4% | +10.8% |
| 5Y | +39.7% | +104.8% | -65.1% | +9.2% |
| 10Y | +75.8% | +176.7% | -100.9% | +23.4% |
| All | +5,315.6% | +5,476.3% | -160.7% | +1,295.1% |
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 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