+2,609.7%
CLS vs NOC
+2,088.3%
+521.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +23.5% | +4.5% | +19.0% | +21.7% |
| 30D | -28.9% | +14.1% | -43.0% | -32.4% |
| 3M | -25.2% | -4.5% | -20.7% | -24.6% |
| 6M | -32.1% | -0.8% | -31.3% | -33.1% |
| YTD | -14.1% | -2.5% | -11.5% | -15.9% |
| 1Y | -24.1% | -0.1% | -24.0% | -26.3% |
| 3Y | +897.0% | +24.6% | +872.4% | +746.3% |
| 5Y | +2,089.9% | +65.6% | +2,024.3% | +1,474.3% |
| 10Y | +2,022.2% | +160.5% | +1,861.7% | +1,090.9% |
| All | +2,609.7% | +2,088.3% | +521.3% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling