-24.1%
CLS vs NEM
+25.7%
-49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +7.1% |
| 7D | +23.5% | -5.9% | +29.4% | +27.1% |
| 30D | -28.9% | -2.6% | -26.4% | -28.5% |
| 3M | -25.2% | -4.2% | -21.0% | -24.1% |
| 6M | -32.1% | -5.5% | -26.6% | -31.0% |
| YTD | -14.1% | +13.5% | -27.6% | -27.0% |
| 1Y | -24.1% | +22.2% | -46.2% | -40.6% |
| All | -24.1% | +25.7% | -49.8% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling