+3,012.9%
CLS vs NTR
+103.6%
+2,909.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.0% |
| 7D | +12.8% | +3.8% | +8.9% | +11.0% |
| 30D | +3.8% | +25.2% | -21.4% | -5.8% |
| 3M | -14.6% | +21.0% | -35.6% | -21.5% |
| 6M | +32.2% | +7.6% | +24.6% | +26.6% |
| YTD | +11.6% | +32.9% | -21.2% | -3.1% |
| 1Y | +35.1% | +43.1% | -8.0% | +12.4% |
| 3Y | +1,312.5% | +41.6% | +1,271.0% | +1,052.4% |
| 5Y | +3,542.1% | +54.8% | +3,487.3% | +2,445.1% |
| All | +3,012.9% | +103.6% | +2,909.4% | +1,445.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling