-35.3%
CLS vs NXT
-3.7%
-31.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | +15.1% | -25.7% | -17.7% |
| 30D | -38.4% | +21.8% | -60.3% | -45.4% |
| 3M | -29.9% | +1.6% | -31.4% | -31.3% |
| 6M | -40.6% | -16.7% | -23.9% | -36.9% |
| YTD | -24.6% | +20.4% | -45.0% | -40.0% |
| All | -35.3% | -3.7% | -31.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling