+2,277.8%
CLS vs NOC
+2,048.2%
+229.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +6.9% |
| 7D | -10.6% | -2.9% | -7.6% | -9.5% |
| 30D | -38.4% | +12.1% | -50.6% | -41.1% |
| 3M | -29.9% | -5.3% | -24.6% | -29.1% |
| 6M | -40.6% | -1.0% | -39.6% | -41.5% |
| YTD | -24.6% | -4.3% | -20.3% | -25.7% |
| 1Y | -30.8% | -3.6% | -27.1% | -32.0% |
| 3Y | +811.7% | +22.9% | +788.8% | +677.4% |
| 5Y | +1,838.4% | +60.4% | +1,778.0% | +1,311.0% |
| 10Y | +1,751.5% | +161.3% | +1,590.2% | +935.4% |
| All | +2,277.8% | +2,048.2% | +229.6% | +366.3% |
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 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