+2,390.3%
CLS vs NXT
+181.9%
+2,208.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.3% |
| 7D | +12.8% | +2.9% | +9.9% | +11.8% |
| 30D | +3.8% | -17.2% | +21.1% | +10.8% |
| 3M | -14.6% | -32.0% | +17.4% | -3.1% |
| 6M | +32.2% | -15.8% | +48.0% | +40.0% |
| YTD | +11.6% | -1.9% | +13.5% | +13.0% |
| 1Y | +35.1% | +22.5% | +12.6% | +30.1% |
| 3Y | +1,312.5% | +100.5% | +1,212.0% | +1,072.1% |
| All | +2,390.3% | +181.9% | +2,208.4% | +1,834.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling