+2,354.5%
CLS vs NXT
+168.4%
+2,186.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +5.0% | -2.6% | +7.5% | +5.9% |
| 30D | +4.8% | -22.4% | +27.2% | +14.3% |
| 3M | -10.4% | -27.3% | +16.9% | -0.3% |
| 6M | +20.8% | -28.5% | +49.3% | +34.5% |
| YTD | +10.0% | -6.6% | +16.6% | +13.2% |
| 1Y | +28.5% | +20.4% | +8.2% | +25.0% |
| 3Y | +1,292.2% | +90.9% | +1,201.3% | +1,074.5% |
| All | +2,354.5% | +168.4% | +2,186.1% | +1,838.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling