+968.7%
CLS vs NDAQ
+2,593.6%
-1,624.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -22.2% | +0.8% | -23.0% | -22.4% |
| 30D | -44.4% | +16.5% | -60.9% | -47.4% |
| 3M | -34.3% | +13.5% | -47.8% | -37.4% |
| 6M | -50.1% | +20.9% | -71.0% | -53.8% |
| YTD | -30.1% | +11.4% | -41.5% | -34.1% |
| 1Y | -39.3% | +25.9% | -65.3% | -45.1% |
| 3Y | +732.7% | +119.9% | +612.9% | +528.7% |
| 5Y | +1,777.2% | +61.7% | +1,715.5% | +1,456.0% |
| 10Y | +1,645.6% | +481.6% | +1,164.0% | +868.9% |
| All | +968.7% | +2,593.6% | -1,624.9% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling