+41.1%
CLS vs NTAP
+61.4%
-20.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -0.8% | +5.3% | +5.1% |
| 30D | -13.9% | -0.5% | -13.4% | -13.9% |
| 3M | -26.6% | +4.1% | -30.6% | -28.2% |
| 6M | +15.4% | +88.0% | -72.5% | -17.0% |
| YTD | +5.7% | +75.6% | -69.9% | -19.8% |
| 1Y | +41.1% | +58.9% | -17.8% | +17.5% |
| All | +41.1% | +61.4% | -20.3% | +17.5% |
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