+2,609.7%
CLS vs NSC
+2,000.6%
+609.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.2% |
| 7D | +23.5% | +1.6% | +21.9% | +22.7% |
| 30D | -28.9% | +4.2% | -33.1% | -30.4% |
| 3M | -25.2% | -0.2% | -24.9% | -25.3% |
| 6M | -32.1% | +7.6% | -39.6% | -35.3% |
| YTD | -14.1% | +17.4% | -31.4% | -22.1% |
| 1Y | -24.1% | +18.3% | -42.4% | -31.5% |
| 3Y | +897.0% | +79.8% | +817.2% | +615.3% |
| 5Y | +2,089.9% | +34.3% | +2,055.6% | +1,698.7% |
| 10Y | +2,022.2% | +303.1% | +1,719.1% | +898.5% |
| All | +2,609.7% | +2,000.6% | +609.0% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling