+1,515.0%
CLS vs NDAQ
+2,327.9%
-812.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +4.6% | -2.4% | +7.0% | +5.5% |
| 30D | -13.9% | +2.5% | -16.3% | -14.5% |
| 3M | -26.6% | +9.9% | -36.5% | -29.2% |
| 6M | +15.4% | +9.4% | +6.0% | +10.8% |
| YTD | +5.7% | +0.4% | +5.2% | +3.8% |
| 1Y | +41.1% | +4.0% | +37.1% | +36.8% |
| 3Y | +1,228.6% | +94.4% | +1,134.2% | +950.8% |
| 5Y | +3,240.6% | +56.7% | +3,183.9% | +2,718.3% |
| 10Y | +2,760.3% | +375.3% | +2,385.1% | +1,602.5% |
| All | +1,515.0% | +2,327.9% | -812.8% | +562.4% |
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