+28.3%
CL vs NTR
+55.5%
-27.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -5.5% | +21.7% | -27.2% | -5.9% |
| 3M | +0.8% | +22.8% | -21.9% | +0.4% |
| 6M | -4.2% | +8.2% | -12.4% | -4.5% |
| YTD | +13.4% | +32.9% | -19.5% | +12.2% |
| 1Y | +7.1% | +45.3% | -38.3% | +5.5% |
| 3Y | +29.0% | +41.7% | -12.6% | +27.0% |
| 5Y | +28.3% | +49.8% | -21.5% | +26.8% |
| All | +28.3% | +55.5% | -27.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling