-29.6%
CLS vs NTAP
+66.6%
-96.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.6% | -7.4% | -8.1% |
| 7D | -21.1% | -16.1% | -5.1% | -12.7% |
| 30D | -38.2% | -15.9% | -22.3% | -31.6% |
| 3M | -36.3% | -1.2% | -35.1% | -35.5% |
| 6M | -43.8% | +70.1% | -113.9% | -56.7% |
| YTD | -20.0% | +77.9% | -98.0% | -38.3% |
| 1Y | -29.6% | +68.1% | -97.7% | -39.4% |
| All | -29.6% | +66.6% | -96.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling