+838.1%
CLS vs NEM
+252.4%
+585.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +16.3% | -6.4% | +22.7% | +18.6% |
| 30D | -25.7% | +1.4% | -27.1% | -26.4% |
| 3M | -30.9% | -0.7% | -30.2% | -31.0% |
| 6M | -35.5% | -4.5% | -31.0% | -35.2% |
| YTD | -18.7% | +14.0% | -32.7% | -21.6% |
| 1Y | -17.9% | +27.3% | -45.2% | -22.6% |
| 3Y | +838.1% | +250.5% | +587.6% | +683.8% |
| All | +838.1% | +252.4% | +585.7% | +683.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling