+3,682.3%
CLS vs NWSA
+40.1%
+3,642.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +20.1% | -3.1% | +23.2% | +21.7% |
| 30D | +6.0% | +4.3% | +1.8% | +3.9% |
| 3M | -10.3% | +9.2% | -19.5% | -15.0% |
| 6M | +24.5% | +21.6% | +2.9% | +10.6% |
| YTD | +12.9% | +14.2% | -1.4% | +2.5% |
| 1Y | +36.7% | +1.8% | +34.9% | +32.0% |
| 3Y | +1,328.1% | +44.4% | +1,283.6% | +1,022.0% |
| 5Y | +3,682.3% | +41.0% | +3,641.4% | +2,650.7% |
| All | +3,682.3% | +40.1% | +3,642.2% | +2,650.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling