+3,194.8%
CLS vs NWSA
+127.4%
+3,067.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +4.6% | -1.9% | +6.4% | +5.5% |
| 30D | -13.9% | +4.6% | -18.5% | -16.0% |
| 3M | -26.6% | +13.2% | -39.8% | -31.8% |
| 6M | +15.4% | +27.0% | -11.6% | +0.8% |
| YTD | +5.7% | +16.8% | -11.2% | -4.9% |
| 1Y | +41.1% | +4.5% | +36.6% | +33.2% |
| 3Y | +1,228.6% | +46.2% | +1,182.4% | +966.0% |
| 5Y | +3,240.6% | +40.9% | +3,199.7% | +2,566.9% |
| 10Y | +2,760.3% | +145.1% | +2,615.2% | +1,558.2% |
| All | +3,194.8% | +127.4% | +3,067.4% | +1,856.6% |
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