+3,682.3%
CLS vs NI
+95.2%
+3,587.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +20.1% | +1.3% | +18.8% | +19.6% |
| 30D | +6.0% | -0.3% | +6.3% | +6.2% |
| 3M | -10.3% | -9.5% | -0.8% | -7.2% |
| 6M | +24.5% | -10.2% | +34.7% | +28.9% |
| YTD | +12.9% | +1.8% | +11.1% | +10.6% |
| 1Y | +36.7% | +5.7% | +31.0% | +31.6% |
| 3Y | +1,328.1% | +69.6% | +1,258.5% | +1,054.9% |
| 5Y | +3,682.3% | +95.8% | +3,586.5% | +2,635.4% |
| All | +3,682.3% | +95.2% | +3,587.2% | +2,635.4% |
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 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