+3,860.6%
CLS vs NTR
+45.7%
+3,814.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.4% | +6.9% | +6.7% |
| 7D | +10.9% | -1.3% | +12.2% | +11.4% |
| 30D | +2.1% | +16.8% | -14.7% | -2.7% |
| 3M | -10.2% | +20.7% | -30.9% | -15.3% |
| 6M | +30.4% | +0.5% | +29.8% | +29.1% |
| YTD | +17.2% | +29.2% | -12.0% | +7.0% |
| 1Y | +41.0% | +39.6% | +1.4% | +24.8% |
| 3Y | +1,338.0% | +37.9% | +1,300.1% | +1,150.7% |
| All | +3,860.6% | +45.7% | +3,814.9% | +2,732.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling