+52.9%
CL vs NTRS
+256.1%
-203.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -2.4% | +0.3% | -2.8% | -2.5% |
| 30D | -4.8% | +0.2% | -4.9% | -4.8% |
| 3M | -1.7% | +13.2% | -14.9% | -3.7% |
| 6M | -3.8% | +36.9% | -40.8% | -8.8% |
| YTD | +13.3% | +39.1% | -25.8% | +6.8% |
| 1Y | +8.3% | +50.4% | -42.2% | +0.6% |
| 3Y | +28.8% | +166.8% | -138.0% | +6.4% |
| 5Y | +28.5% | +92.9% | -64.3% | +11.2% |
| All | +52.9% | +256.1% | -203.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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