+848.2%
CLS vs NSC
+79.2%
+769.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.3% |
| 7D | +2.8% | -3.5% | +6.3% | +3.8% |
| 30D | -30.1% | +3.9% | -34.0% | -30.7% |
| 3M | -21.7% | -0.8% | -20.9% | -21.6% |
| 6M | -36.2% | +7.1% | -43.4% | -38.0% |
| YTD | -17.8% | +16.4% | -34.3% | -22.8% |
| 1Y | -26.8% | +16.9% | -43.7% | -31.3% |
| All | +848.2% | +79.2% | +769.0% | +652.4% |
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