+1,312.5%
CLS vs NWSA
+44.8%
+1,267.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.2% |
| 7D | +12.8% | -2.6% | +15.4% | +13.6% |
| 30D | +3.8% | +4.6% | -0.7% | +2.4% |
| 3M | -14.6% | +10.2% | -24.8% | -18.0% |
| 6M | +32.2% | +21.6% | +10.6% | +20.2% |
| YTD | +11.6% | +14.6% | -3.0% | +3.8% |
| 1Y | +35.1% | +0.4% | +34.7% | +37.9% |
| 3Y | +1,312.5% | +45.0% | +1,267.6% | +993.8% |
| All | +1,312.5% | +44.8% | +1,267.8% | +993.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling