-29.6%
CLS vs NRG
-50.8%
+21.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -13.5% | +4.5% | -1.6% |
| 7D | -21.1% | -13.7% | -7.4% | -14.5% |
| 30D | -38.2% | -13.6% | -24.7% | -32.9% |
| 3M | -36.3% | -28.5% | -7.8% | -24.0% |
| 6M | -43.8% | -45.8% | +2.0% | -22.2% |
| YTD | -20.0% | -46.9% | +26.9% | +9.4% |
| 1Y | -29.6% | -49.7% | +20.1% | +4.7% |
| All | -29.6% | -50.8% | +21.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling