+2,462.4%
CLS vs NWSA
+101.5%
+2,361.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.1% |
| 7D | +2.8% | -12.2% | +15.0% | +9.2% |
| 30D | -30.1% | -8.7% | -21.4% | -27.5% |
| 3M | -21.7% | -6.0% | -15.8% | -20.4% |
| 6M | -36.2% | -0.3% | -35.9% | -38.0% |
| YTD | -17.8% | +3.5% | -21.3% | -22.6% |
| 1Y | -26.8% | +0.8% | -27.6% | -30.2% |
| 3Y | +853.4% | +31.1% | +822.2% | +695.7% |
| 5Y | +2,005.0% | +18.8% | +1,986.2% | +1,697.8% |
| 10Y | +1,929.4% | +147.9% | +1,781.5% | +1,080.9% |
| All | +2,462.4% | +101.5% | +2,361.0% | +1,492.5% |
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 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