+2,089.9%
CLS vs NEM
+121.3%
+1,968.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +5.8% |
| 7D | +23.5% | -5.9% | +29.4% | +25.3% |
| 30D | -28.9% | -2.6% | -26.4% | -28.7% |
| 3M | -25.2% | -4.2% | -21.0% | -24.6% |
| 6M | -32.1% | -5.5% | -26.6% | -31.7% |
| YTD | -14.1% | +13.5% | -27.6% | -16.5% |
| 1Y | -24.1% | +22.2% | -46.2% | -27.1% |
| 3Y | +897.0% | +249.0% | +648.0% | +719.2% |
| 5Y | +2,089.9% | +120.1% | +1,969.8% | +1,780.0% |
| All | +2,089.9% | +121.3% | +1,968.7% | +1,780.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling