-17.9%
CLS vs NWSA
+2.3%
-20.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -4.2% |
| 7D | +16.3% | +2.2% | +14.1% | +17.5% |
| 30D | -25.7% | -8.8% | -16.9% | -27.4% |
| 3M | -30.9% | -6.5% | -24.4% | -30.8% |
| 6M | -35.5% | +1.5% | -37.0% | -31.0% |
| YTD | -18.7% | +4.0% | -22.7% | -14.7% |
| 1Y | -17.9% | +3.4% | -21.3% | -13.9% |
| All | -17.9% | +2.3% | -20.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling