+3,231.7%
CLS vs NOC
+1,952.2%
+1,279.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.7% |
| 7D | +4.6% | -5.2% | +9.7% | +6.6% |
| 30D | -13.9% | -7.2% | -6.7% | -11.9% |
| 3M | -26.6% | -5.1% | -21.5% | -25.8% |
| 6M | +15.4% | -31.1% | +46.5% | +30.1% |
| YTD | +5.7% | -8.6% | +14.2% | +6.5% |
| 1Y | +41.1% | -9.7% | +50.8% | +42.5% |
| 3Y | +1,228.6% | +24.3% | +1,204.3% | +1,025.8% |
| 5Y | +3,240.6% | +52.6% | +3,188.0% | +2,384.0% |
| 10Y | +2,760.3% | +183.6% | +2,576.8% | +1,439.1% |
| All | +3,231.7% | +1,952.2% | +1,279.5% | +568.4% |
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