+2,111.6%
NOW vs CL
+169.1%
+1,942.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.5% |
| 7D | -27.5% | +7.7% | -35.2% | -29.6% |
| 30D | -20.0% | +15.2% | -35.3% | -24.3% |
| 3M | -7.9% | +7.3% | -15.2% | -10.6% |
| 6M | +18.3% | +17.0% | +1.3% | +11.1% |
| YTD | -29.0% | +28.0% | -57.0% | -36.2% |
| 1Y | -38.7% | +32.1% | -70.8% | -45.8% |
| 3Y | -10.3% | +41.5% | -51.8% | -26.2% |
| 5Y | -22.5% | +43.9% | -66.4% | -37.7% |
| 10Y | +553.8% | +79.8% | +474.0% | +354.1% |
| All | +2,111.6% | +169.1% | +1,942.5% | +1,124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling