+1,449.6%
NET vs CL
+46.3%
+1,403.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -7.0% | -2.2% | -4.8% | -6.9% |
| 30D | -4.8% | -4.8% | 0.0% | -4.7% |
| 3M | +3.8% | +4.9% | -1.1% | +3.7% |
| 6M | +50.0% | -5.7% | +55.8% | +50.4% |
| YTD | +41.5% | +14.4% | +27.1% | +39.9% |
| 1Y | +32.8% | +8.7% | +24.1% | +31.9% |
| 3Y | +335.9% | +30.0% | +305.9% | +306.4% |
| 5Y | +113.8% | +28.4% | +85.5% | +97.1% |
| All | +1,449.6% | +46.3% | +1,403.3% | +1,199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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