+3,860.6%
CLS vs NTRS
+93.2%
+3,767.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +5.9% |
| 7D | +10.9% | +1.4% | +9.6% | +10.0% |
| 30D | +2.1% | -0.7% | +2.7% | +2.5% |
| 3M | -10.2% | +11.3% | -21.5% | -15.9% |
| 6M | +30.4% | +35.5% | -5.2% | +8.5% |
| YTD | +17.2% | +40.6% | -23.4% | -5.4% |
| 1Y | +41.0% | +49.2% | -8.2% | +9.8% |
| 3Y | +1,338.0% | +167.2% | +1,170.7% | +695.2% |
| All | +3,860.6% | +93.2% | +3,767.4% | +2,359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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