+25.9%
CL vs NTRS
+168.2%
-142.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -2.3% | +11.3% | -13.7% | -2.6% |
| 6M | -2.0% | +35.5% | -37.5% | -3.0% |
| YTD | +11.8% | +40.6% | -28.8% | +10.4% |
| 1Y | +5.8% | +49.2% | -43.4% | +4.1% |
| 3Y | +25.9% | +167.2% | -141.3% | +20.4% |
| All | +25.9% | +168.2% | -142.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling