+4,850.5%
CL vs NTRS
+7,693.4%
-2,843.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -4.8% | +1.7% | -6.5% | -5.2% |
| 3M | +4.9% | +8.9% | -3.9% | +2.9% |
| 6M | -5.7% | +30.6% | -36.3% | -11.2% |
| YTD | +14.4% | +38.7% | -24.3% | +6.1% |
| 1Y | +8.7% | +48.1% | -39.3% | -0.7% |
| 3Y | +30.0% | +165.5% | -135.5% | +2.8% |
| 5Y | +28.4% | +85.6% | -57.2% | +7.6% |
| 10Y | +50.1% | +246.1% | -196.0% | +4.4% |
| All | +4,850.5% | +7,693.4% | -2,843.0% | +1,289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling