+45.5%
CL vs NTR
+100.5%
-55.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -2.2% | +8.1% | -10.3% | -2.8% |
| 30D | -4.8% | +18.8% | -23.6% | -6.2% |
| 3M | +4.9% | +16.2% | -11.3% | +3.5% |
| 6M | -5.7% | +9.8% | -15.5% | -6.8% |
| YTD | +14.4% | +30.9% | -16.5% | +11.1% |
| 1Y | +8.7% | +41.8% | -33.0% | +4.7% |
| 3Y | +30.0% | +35.8% | -5.8% | +24.9% |
| 5Y | +28.4% | +51.0% | -22.7% | +17.0% |
| All | +45.5% | +100.5% | -55.0% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling