+514.0%
NOW vs CL
+88.0%
+425.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.1% |
| 7D | +0.3% | +3.2% | -2.9% | -0.7% |
| 30D | -27.0% | +8.0% | -35.0% | -28.8% |
| 3M | -19.6% | +7.9% | -27.5% | -21.8% |
| 6M | +17.5% | +14.7% | +2.7% | +12.2% |
| YTD | -33.3% | +29.2% | -62.4% | -39.2% |
| 1Y | -39.8% | +29.5% | -69.4% | -45.4% |
| 3Y | -19.9% | +40.7% | -60.6% | -32.6% |
| 5Y | -26.1% | +43.9% | -69.9% | -39.2% |
| All | +514.0% | +88.0% | +425.9% | +342.8% |
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