+3,169.3%
CLS vs NTR
+97.9%
+3,071.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +6.9% | +6.7% |
| 7D | +10.9% | -1.3% | +12.2% | +11.6% |
| 30D | +2.1% | +16.8% | -14.7% | -4.6% |
| 3M | -10.2% | +20.7% | -30.9% | -17.4% |
| 6M | +30.4% | +0.5% | +29.8% | +28.5% |
| YTD | +17.2% | +29.2% | -12.0% | +2.9% |
| 1Y | +41.0% | +39.6% | +1.4% | +18.6% |
| 3Y | +1,338.0% | +37.9% | +1,300.1% | +1,085.9% |
| 5Y | +3,860.6% | +47.1% | +3,813.5% | +2,740.1% |
| All | +3,169.3% | +97.9% | +3,071.4% | +1,541.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling