-29.6%
CLS vs NTR
+36.7%
-66.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.0% | -13.0% | -9.2% |
| 7D | -21.1% | +4.3% | -25.5% | -21.3% |
| 30D | -38.2% | +2.6% | -40.8% | -38.3% |
| 3M | -36.3% | +8.5% | -44.8% | -36.9% |
| 6M | -43.8% | -3.3% | -40.5% | -44.3% |
| YTD | -20.0% | +19.6% | -39.6% | -18.7% |
| 1Y | -29.6% | +37.6% | -67.2% | -32.1% |
| All | -29.6% | +36.7% | -66.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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