+3,038.3%
CLS vs NEM
+299.2%
+2,739.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +20.1% | +3.1% | +17.0% | +19.3% |
| 30D | +6.0% | +10.0% | -4.0% | +3.6% |
| 3M | -10.3% | +30.9% | -41.2% | -16.1% |
| 6M | +24.5% | +10.5% | +14.0% | +21.1% |
| YTD | +12.9% | +29.7% | -16.9% | +6.5% |
| 1Y | +36.7% | +71.1% | -34.4% | +22.8% |
| 3Y | +1,328.1% | +252.1% | +1,076.0% | +1,010.7% |
| 5Y | +3,682.3% | +157.7% | +3,524.6% | +2,924.7% |
| 10Y | +3,038.3% | +319.4% | +2,718.9% | +2,210.2% |
| All | +3,038.3% | +299.2% | +2,739.0% | +2,210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling