+2,005.0%
CLS vs NSC
+31.1%
+1,973.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.2% |
| 7D | +2.8% | -3.5% | +6.3% | +4.5% |
| 30D | -30.1% | +3.9% | -34.0% | -31.2% |
| 3M | -21.7% | -0.8% | -20.9% | -21.6% |
| 6M | -36.2% | +7.1% | -43.4% | -38.9% |
| YTD | -17.8% | +16.4% | -34.3% | -25.0% |
| 1Y | -26.8% | +16.9% | -43.7% | -33.4% |
| 3Y | +853.4% | +78.4% | +775.0% | +549.8% |
| 5Y | +2,005.0% | +33.1% | +1,971.9% | +1,548.6% |
| All | +2,005.0% | +31.1% | +1,973.9% | +1,548.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling