+1,284.2%
CLS vs NSC
+75.0%
+1,209.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +20.1% | -2.0% | +22.1% | +20.7% |
| 30D | +6.0% | -3.2% | +9.2% | +6.9% |
| 3M | -10.3% | +3.9% | -14.2% | -12.0% |
| 6M | +24.5% | +7.8% | +16.7% | +20.1% |
| YTD | +12.9% | +13.4% | -0.6% | +6.5% |
| 1Y | +36.7% | +20.3% | +16.4% | +25.5% |
| All | +1,284.2% | +75.0% | +1,209.2% | +910.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling