+2,579.6%
CLS vs NWSA
+97.3%
+2,482.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.5% |
| 7D | +23.5% | -0.8% | +24.3% | +24.0% |
| 30D | -28.9% | -11.3% | -17.6% | -25.3% |
| 3M | -25.2% | -8.1% | -17.1% | -23.2% |
| 6M | -32.1% | -0.7% | -31.4% | -33.9% |
| YTD | -14.1% | +1.3% | -15.4% | -18.3% |
| 1Y | -24.1% | -1.3% | -22.8% | -26.9% |
| 3Y | +897.0% | +28.4% | +868.6% | +739.4% |
| 5Y | +2,089.9% | +15.3% | +2,074.6% | +1,794.9% |
| 10Y | +2,022.2% | +142.7% | +1,879.5% | +1,145.9% |
| All | +2,579.6% | +97.3% | +2,482.4% | +1,580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling