+1,249.5%
CLS vs NTR
+37.3%
+1,212.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.9% |
| 7D | +5.0% | -2.5% | +7.4% | +5.6% |
| 30D | +4.8% | +17.0% | -12.3% | +0.4% |
| 3M | -10.4% | +22.2% | -32.6% | -15.2% |
| 6M | +20.8% | +5.2% | +15.6% | +18.2% |
| YTD | +10.0% | +29.7% | -19.6% | +1.1% |
| 1Y | +28.5% | +39.4% | -10.9% | +14.7% |
| All | +1,249.5% | +37.3% | +1,212.2% | +1,074.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling