+41.1%
CLS vs NRG
-18.6%
+59.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -2.7% |
| 7D | +4.6% | +7.1% | -2.5% | +0.6% |
| 30D | -13.9% | -1.4% | -12.5% | -13.5% |
| 3M | -26.6% | -10.5% | -16.1% | -25.0% |
| 6M | +15.4% | -26.7% | +42.2% | +37.2% |
| YTD | +5.7% | -24.5% | +30.2% | +20.6% |
| 1Y | +41.1% | -18.6% | +59.7% | +66.8% |
| All | +41.1% | -18.6% | +59.7% | +66.8% |
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