+2,026.2%
CLS vs NRG
+1,537.4%
+488.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.5% |
| 7D | +20.1% | +3.9% | +16.2% | +18.2% |
| 30D | +6.0% | -3.0% | +9.0% | +6.9% |
| 3M | -10.3% | -10.9% | +0.6% | -8.0% |
| 6M | +24.5% | -25.3% | +49.8% | +37.1% |
| YTD | +12.9% | -26.8% | +39.7% | +25.1% |
| 1Y | +36.7% | -23.3% | +60.0% | +49.8% |
| 3Y | +1,328.1% | +208.6% | +1,119.5% | +874.1% |
| 5Y | +3,682.3% | +194.1% | +3,488.2% | +2,466.0% |
| 10Y | +3,038.3% | +1,123.6% | +1,914.7% | +1,165.8% |
| All | +2,026.2% | +1,537.4% | +488.8% | +750.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling