+1,980.9%
CLS vs NTR
+19.8%
+1,961.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -0.3% | +16.6% | +16.4% |
| 30D | -25.7% | +2.0% | -27.6% | -26.2% |
| 3M | -30.9% | +6.4% | -37.3% | -32.5% |
| 6M | -35.5% | +1.6% | -37.1% | -36.3% |
| YTD | -18.7% | +18.2% | -36.9% | -24.0% |
| 1Y | -17.9% | +23.9% | -41.8% | -24.7% |
| 3Y | +838.1% | +44.7% | +793.4% | +702.2% |
| All | +1,980.9% | +19.8% | +1,961.0% | +1,650.8% |
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