+35.1%
CLS vs NXT
+20.2%
+14.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.0% |
| 7D | +12.8% | +2.9% | +9.9% | +11.2% |
| 30D | +3.8% | -17.2% | +21.1% | +15.1% |
| 3M | -14.6% | -32.0% | +17.4% | +4.2% |
| 6M | +32.2% | -15.8% | +48.0% | +40.0% |
| YTD | +11.6% | -1.9% | +13.5% | +6.7% |
| 1Y | +35.1% | +22.5% | +12.6% | +25.3% |
| All | +35.1% | +20.2% | +14.8% | +25.3% |
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