+18.3%
NOW vs CL
+30.5%
-12.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.1% |
| 7D | -2.4% | -2.2% | -0.2% | -2.5% |
| 30D | +20.5% | -4.8% | +25.3% | +20.1% |
| 3M | +18.3% | +4.9% | +13.4% | +19.6% |
| 6M | +24.1% | -5.7% | +29.8% | +23.7% |
| YTD | -7.8% | +14.4% | -22.2% | -5.9% |
| 1Y | -21.4% | +8.7% | -30.1% | -20.0% |
| All | +18.3% | +30.5% | -12.2% | +8.8% |
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 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