+2,277.8%
CLS vs NTAP
+4,959.5%
-2,681.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.1% | +3.8% | +6.3% |
| 7D | -10.6% | -5.0% | -5.6% | -8.4% |
| 30D | -38.4% | -25.8% | -12.7% | -30.5% |
| 3M | -29.9% | -6.9% | -23.0% | -27.4% |
| 6M | -40.6% | +50.0% | -90.6% | -49.2% |
| YTD | -24.6% | +66.9% | -91.5% | -38.5% |
| 1Y | -30.8% | +58.3% | -89.0% | -42.2% |
| 3Y | +811.7% | +145.1% | +666.6% | +561.3% |
| 5Y | +1,838.4% | +114.2% | +1,724.2% | +1,377.2% |
| 10Y | +1,751.5% | +576.6% | +1,174.9% | +778.1% |
| All | +2,277.8% | +4,959.5% | -2,681.7% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling