-29.6%
CLS vs NI
+9.5%
-39.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.5% | -10.6% | -9.3% |
| 7D | -21.1% | +3.9% | -25.1% | -21.8% |
| 30D | -38.2% | +15.3% | -53.5% | -40.5% |
| 3M | -36.3% | +2.4% | -38.7% | -36.6% |
| 6M | -43.8% | -4.5% | -39.3% | -42.5% |
| YTD | -20.0% | +11.4% | -31.4% | -35.3% |
| 1Y | -29.6% | +8.5% | -38.1% | -38.8% |
| All | -29.6% | +9.5% | -39.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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