-16.3%
NOW vs CL
+38.3%
-54.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.6% |
| 7D | -3.0% | +1.3% | -4.3% | -2.8% |
| 30D | -26.0% | +11.4% | -37.4% | -25.3% |
| 3M | -13.1% | +4.4% | -17.5% | -12.6% |
| 6M | +14.5% | +10.8% | +3.7% | +16.2% |
| YTD | -33.4% | +25.1% | -58.6% | -31.2% |
| 1Y | -40.6% | +28.0% | -68.6% | -38.5% |
| 3Y | -16.3% | +37.6% | -53.9% | -24.3% |
| All | -16.3% | +38.3% | -54.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling