+2,953.7%
CLS vs NI
+143.3%
+2,810.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +5.0% | -0.6% | +5.5% | +5.2% |
| 30D | +4.8% | -1.4% | +6.2% | +5.5% |
| 3M | -10.4% | -10.6% | +0.2% | -6.5% |
| 6M | +20.8% | -9.9% | +30.7% | +25.3% |
| YTD | +10.0% | +1.2% | +8.9% | +8.4% |
| 1Y | +28.5% | +4.4% | +24.1% | +24.8% |
| 3Y | +1,292.2% | +68.6% | +1,223.6% | +998.9% |
| 5Y | +3,616.8% | +98.0% | +3,518.8% | +2,605.0% |
| All | +2,953.7% | +143.3% | +2,810.4% | +2,152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling