-26.0%
NOW vs CL
+43.3%
-69.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | -6.7% | +5.9% | -12.6% | -6.9% |
| 30D | -25.8% | +13.8% | -39.6% | -26.4% |
| 3M | -12.7% | +6.4% | -19.1% | -13.0% |
| 6M | +11.2% | +15.6% | -4.4% | +10.5% |
| YTD | -33.2% | +27.9% | -61.1% | -34.3% |
| 1Y | -41.8% | +31.4% | -73.2% | -43.0% |
| 3Y | -15.7% | +41.4% | -57.0% | -23.2% |
| 5Y | -26.0% | +42.8% | -68.8% | -32.4% |
| All | -26.0% | +43.3% | -69.4% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling