+3,231.7%
CLS vs NEM
+771.1%
+2,460.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -13.9% | +23.1% | -37.0% | -16.1% |
| 3M | -26.6% | +18.5% | -45.1% | -28.1% |
| 6M | +15.4% | +7.8% | +7.6% | +14.3% |
| YTD | +5.7% | +29.1% | -23.4% | +2.6% |
| 1Y | +41.1% | +72.7% | -31.5% | +33.1% |
| 3Y | +1,228.6% | +248.7% | +979.8% | +1,055.3% |
| 5Y | +3,240.6% | +148.7% | +3,092.0% | +2,869.3% |
| 10Y | +2,760.3% | +304.8% | +2,455.6% | +2,303.1% |
| All | +3,231.7% | +771.1% | +2,460.6% | +3,218.3% |
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