+2,257.4%
CLS vs NXT
+178.8%
+2,078.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +4.6% | -1.1% | +5.7% | +5.0% |
| 30D | -13.9% | -15.3% | +1.4% | -8.8% |
| 3M | -26.6% | -43.8% | +17.2% | -11.3% |
| 6M | +15.4% | -18.7% | +34.1% | +23.5% |
| YTD | +5.7% | -3.0% | +8.7% | +7.3% |
| 1Y | +41.1% | +22.7% | +18.4% | +36.0% |
| 3Y | +1,228.6% | +95.9% | +1,132.7% | +1,008.8% |
| All | +2,257.4% | +178.8% | +2,078.6% | +1,737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling