+3,542.1%
CLS vs NTAP
+135.7%
+3,406.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +4.3% |
| 7D | +12.8% | +3.3% | +9.5% | +10.5% |
| 30D | +3.8% | -0.2% | +4.0% | +3.9% |
| 3M | -14.6% | +11.4% | -26.0% | -21.8% |
| 6M | +32.2% | +88.7% | -56.4% | -20.6% |
| YTD | +11.6% | +78.9% | -67.3% | -31.1% |
| 1Y | +35.1% | +58.8% | -23.8% | -7.9% |
| 3Y | +1,312.5% | +153.5% | +1,159.0% | +604.8% |
| 5Y | +3,542.1% | +136.7% | +3,405.3% | +1,680.2% |
| All | +3,542.1% | +135.7% | +3,406.4% | +1,680.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling