+3,369.0%
CLS vs NTRS
+782.4%
+2,586.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.2% |
| 7D | +5.0% | +0.3% | +4.6% | +4.7% |
| 30D | +4.8% | +0.2% | +4.6% | +4.7% |
| 3M | -10.4% | +13.2% | -23.6% | -16.1% |
| 6M | +20.8% | +36.9% | -16.1% | +2.3% |
| YTD | +10.0% | +39.1% | -29.1% | -8.2% |
| 1Y | +28.5% | +50.4% | -21.9% | +2.9% |
| 3Y | +1,292.2% | +166.8% | +1,125.4% | +724.5% |
| 5Y | +3,616.8% | +92.9% | +3,523.9% | +2,436.0% |
| 10Y | +2,959.5% | +255.7% | +2,703.8% | +1,371.7% |
| All | +3,369.0% | +782.4% | +2,586.6% | +635.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling