+1,284.2%
CLS vs NI
+70.0%
+1,214.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +20.1% | +1.3% | +18.8% | +19.7% |
| 30D | +6.0% | -0.3% | +6.3% | +6.2% |
| 3M | -10.3% | -9.5% | -0.8% | -8.1% |
| 6M | +24.5% | -10.2% | +34.7% | +27.6% |
| YTD | +12.9% | +1.8% | +11.1% | +10.5% |
| 1Y | +36.7% | +5.7% | +31.0% | +32.1% |
| All | +1,284.2% | +70.0% | +1,214.2% | +1,218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling