+1,929.4%
CLS vs NTAP
+597.8%
+1,331.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.1% | +4.4% | +6.1% |
| 7D | +2.8% | -2.4% | +5.2% | +4.8% |
| 30D | -30.1% | -23.4% | -6.7% | -18.0% |
| 3M | -21.7% | -7.5% | -14.2% | -17.5% |
| 6M | -36.2% | +56.4% | -92.6% | -50.8% |
| YTD | -17.8% | +73.6% | -91.5% | -41.0% |
| 1Y | -26.8% | +68.4% | -95.2% | -46.3% |
| 3Y | +853.4% | +150.6% | +702.8% | +487.5% |
| 5Y | +2,005.0% | +122.5% | +1,882.6% | +1,252.9% |
| 10Y | +1,929.4% | +589.7% | +1,339.7% | +762.5% |
| All | +1,929.4% | +597.8% | +1,331.6% | +762.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling