+28.5%
CLS vs NI
+4.9%
+23.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +5.0% | -0.6% | +5.5% | +5.0% |
| 30D | +4.8% | -1.4% | +6.2% | +4.8% |
| 3M | -10.4% | -10.6% | +0.2% | -10.5% |
| 6M | +20.8% | -9.9% | +30.7% | +19.8% |
| YTD | +10.0% | +1.2% | +8.9% | +5.8% |
| 1Y | +28.5% | +4.4% | +24.1% | +33.4% |
| All | +28.5% | +4.9% | +23.7% | +33.4% |
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 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