+504.6%
NOW vs CL
+76.2%
+428.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -27.0% | +11.6% | -38.6% | -29.7% |
| 3M | -17.7% | +5.6% | -23.3% | -19.4% |
| 6M | +12.7% | +13.2% | -0.5% | +8.0% |
| YTD | -32.9% | +26.9% | -59.8% | -38.6% |
| 1Y | -40.4% | +27.3% | -67.7% | -45.6% |
| 3Y | -17.1% | +39.7% | -56.8% | -30.3% |
| 5Y | -25.7% | +41.3% | -67.0% | -38.6% |
| 10Y | +504.6% | +76.3% | +428.3% | +344.8% |
| All | +504.6% | +76.2% | +428.4% | +344.8% |
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