+2,167.4%
CLS vs NTR
+81.1%
+2,086.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.5% |
| 3M | -30.9% | +6.4% | -37.3% | -33.2% |
| 6M | -35.5% | +1.6% | -37.1% | -36.6% |
| YTD | -18.7% | +18.2% | -36.9% | -26.4% |
| 1Y | -17.9% | +23.9% | -41.8% | -27.5% |
| 3Y | +838.1% | +44.7% | +793.4% | +651.4% |
| 5Y | +1,971.9% | +21.3% | +1,950.6% | +1,532.2% |
| All | +2,167.4% | +81.1% | +2,086.2% | +1,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling