+1,980.9%
CLS vs NI
+113.9%
+1,866.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +16.3% | +4.3% | +12.0% | +14.5% |
| 30D | -25.7% | +12.4% | -38.0% | -29.0% |
| 3M | -30.9% | +10.2% | -41.0% | -33.4% |
| 6M | -35.5% | -0.8% | -34.7% | -35.7% |
| YTD | -18.7% | +13.2% | -31.9% | -23.6% |
| 1Y | -17.9% | +10.1% | -28.0% | -21.8% |
| 3Y | +838.1% | +103.1% | +735.0% | +603.7% |
| All | +1,980.9% | +113.9% | +1,866.9% | +1,292.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling