-36.2%
CLS vs NOC
+1.8%
-38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.7% |
| 7D | +2.8% | +4.9% | -2.1% | +5.5% |
| 30D | -30.1% | +13.6% | -43.7% | -23.8% |
| 3M | -21.7% | -3.9% | -17.9% | -23.0% |
| 6M | -36.2% | +1.4% | -37.6% | -34.3% |
| All | -36.2% | +1.8% | -38.1% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling