+1,838.4%
CLS vs NOC
+60.7%
+1,777.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +8.2% |
| 7D | -10.6% | -2.9% | -7.6% | -11.0% |
| 30D | -38.4% | +12.1% | -50.6% | -37.4% |
| 3M | -29.9% | -5.3% | -24.6% | -30.1% |
| 6M | -40.6% | -1.0% | -39.6% | -40.3% |
| YTD | -24.6% | -4.3% | -20.3% | -24.4% |
| 1Y | -30.8% | -3.6% | -27.1% | -30.6% |
| 3Y | +811.7% | +22.9% | +788.8% | +829.0% |
| 5Y | +1,838.4% | +60.4% | +1,778.0% | +1,631.7% |
| All | +1,838.4% | +60.7% | +1,777.7% | +1,631.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling