-38.7%
NOW vs CL
+33.4%
-72.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | +0.1% |
| 7D | -27.5% | +7.7% | -35.2% | -26.9% |
| 30D | -20.0% | +15.2% | -35.3% | -19.1% |
| 3M | -7.9% | +7.3% | -15.2% | -7.1% |
| 6M | +18.3% | +17.0% | +1.3% | +22.0% |
| YTD | -29.0% | +28.0% | -57.0% | -25.0% |
| 1Y | -38.7% | +32.1% | -70.8% | -34.7% |
| All | -38.7% | +33.4% | -72.1% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling