+2,609.7%
CLS vs NEM
+666.0%
+1,943.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.9% | +9.5% | +5.2% |
| 7D | +23.5% | -5.9% | +29.4% | +24.4% |
| 30D | -28.9% | -2.6% | -26.4% | -28.8% |
| 3M | -25.2% | -4.2% | -21.0% | -24.9% |
| 6M | -32.1% | -5.5% | -26.6% | -31.8% |
| YTD | -14.1% | +13.5% | -27.6% | -15.4% |
| 1Y | -24.1% | +22.2% | -46.2% | -25.7% |
| 3Y | +897.0% | +249.0% | +648.0% | +769.1% |
| 5Y | +2,089.9% | +120.1% | +1,969.8% | +1,873.3% |
| 10Y | +2,022.2% | +356.3% | +1,665.9% | +1,675.9% |
| All | +2,609.7% | +666.0% | +1,943.6% | +2,636.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling