-32.1%
CLS vs NWSA
-2.4%
-29.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +3.7% |
| 7D | +23.5% | -0.8% | +24.3% | +23.1% |
| 30D | -28.9% | -11.3% | -17.6% | -30.8% |
| 3M | -25.2% | -8.1% | -17.1% | -23.4% |
| 6M | -32.1% | -0.7% | -31.4% | -23.5% |
| All | -32.1% | -2.4% | -29.7% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling