+3,038.3%
CLS vs NTAP
+581.2%
+2,457.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.4% |
| 7D | +20.1% | +2.2% | +17.9% | +18.8% |
| 30D | +6.0% | -7.0% | +13.1% | +10.5% |
| 3M | -10.3% | +12.3% | -22.6% | -16.4% |
| 6M | +24.5% | +85.1% | -60.6% | -13.4% |
| YTD | +12.9% | +74.8% | -61.9% | -19.7% |
| 1Y | +36.7% | +52.7% | -16.0% | +5.4% |
| 3Y | +1,328.1% | +147.7% | +1,180.4% | +783.4% |
| 5Y | +3,682.3% | +124.8% | +3,557.5% | +2,308.6% |
| 10Y | +3,038.3% | +589.7% | +2,448.6% | +1,236.0% |
| All | +3,038.3% | +581.2% | +2,457.1% | +1,236.0% |
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