+3,231.7%
CLS vs NI
+1,074.9%
+2,156.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | +4.6% | +2.0% | +2.5% | +3.7% |
| 30D | -13.9% | -3.5% | -10.4% | -12.6% |
| 3M | -26.6% | -9.1% | -17.4% | -24.0% |
| 6M | +15.4% | -11.8% | +27.3% | +21.0% |
| YTD | +5.7% | +1.1% | +4.6% | +4.3% |
| 1Y | +41.1% | +6.7% | +34.4% | +35.9% |
| 3Y | +1,228.6% | +71.1% | +1,157.5% | +933.9% |
| 5Y | +3,240.6% | +94.3% | +3,146.3% | +2,335.6% |
| 10Y | +2,760.3% | +135.8% | +2,624.6% | +1,757.5% |
| All | +3,231.7% | +1,074.9% | +2,156.9% | +735.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling