+35.1%
CLS vs NDAQ
+2.6%
+32.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +5.6% |
| 7D | +12.8% | -2.6% | +15.3% | +12.6% |
| 30D | +3.8% | +0.5% | +3.3% | +3.9% |
| 3M | -14.6% | +9.9% | -24.5% | -13.7% |
| 6M | +32.2% | +8.2% | +24.0% | +33.1% |
| YTD | +11.6% | -1.5% | +13.1% | +13.6% |
| 1Y | +35.1% | +1.3% | +33.7% | +31.0% |
| All | +35.1% | +2.6% | +32.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling