+1,770.4%
CLS vs NOC
+162.5%
+1,607.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.2% |
| 7D | -13.9% | -0.3% | -13.6% | -13.8% |
| 30D | -38.2% | +14.1% | -52.3% | -39.4% |
| 3M | -28.8% | -4.6% | -24.2% | -28.5% |
| 6M | -40.4% | +0.7% | -41.1% | -40.8% |
| YTD | -24.3% | -2.6% | -21.6% | -25.0% |
| 1Y | -35.0% | -1.0% | -34.1% | -35.8% |
| 3Y | +778.7% | +24.5% | +754.2% | +700.1% |
| 5Y | +1,884.8% | +64.3% | +1,820.5% | +1,465.2% |
| All | +1,770.4% | +162.5% | +1,607.9% | +1,150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling