+3,542.1%
CLS vs NSC
+46.6%
+3,495.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +12.8% | -1.5% | +14.3% | +13.5% |
| 30D | +3.8% | -1.9% | +5.7% | +4.6% |
| 3M | -14.6% | +6.2% | -20.8% | -17.6% |
| 6M | +32.2% | +9.2% | +23.1% | +25.4% |
| YTD | +11.6% | +15.0% | -3.4% | +2.6% |
| 1Y | +35.1% | +21.1% | +14.0% | +20.6% |
| 3Y | +1,312.5% | +78.6% | +1,233.9% | +868.6% |
| 5Y | +3,542.1% | +45.9% | +3,496.2% | +2,640.0% |
| All | +3,542.1% | +46.6% | +3,495.4% | +2,640.0% |
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