+3,419.7%
CLS vs NSC
+1,958.6%
+1,461.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.9% |
| 7D | +12.8% | -1.5% | +14.3% | +13.6% |
| 30D | +3.8% | -1.9% | +5.7% | +4.7% |
| 3M | -14.6% | +6.2% | -20.8% | -17.8% |
| 6M | +32.2% | +9.2% | +23.1% | +25.0% |
| YTD | +11.6% | +15.0% | -3.4% | +2.3% |
| 1Y | +35.1% | +21.1% | +14.0% | +20.4% |
| 3Y | +1,312.5% | +78.6% | +1,233.9% | +917.0% |
| 5Y | +3,542.1% | +45.9% | +3,496.2% | +2,771.8% |
| 10Y | +2,944.0% | +326.9% | +2,617.1% | +1,293.4% |
| All | +3,419.7% | +1,958.6% | +1,461.1% | +532.3% |
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