+44.1%
CL vs NTR
+98.7%
-54.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.1% |
| 7D | -2.4% | -2.5% | 0.0% | -2.2% |
| 30D | -4.8% | +17.0% | -21.8% | -6.0% |
| 3M | -1.7% | +22.2% | -23.9% | -3.4% |
| 6M | -3.8% | +5.2% | -9.0% | -4.5% |
| YTD | +13.3% | +29.7% | -16.4% | +10.1% |
| 1Y | +8.3% | +39.4% | -31.1% | +4.4% |
| 3Y | +28.8% | +38.2% | -9.4% | +23.5% |
| 5Y | +28.5% | +47.6% | -19.1% | +17.6% |
| All | +44.1% | +98.7% | -54.6% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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