+1,381.0%
NET vs CLS
+3,120.8%
-1,739.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | +0.3% |
| 7D | -16.4% | -21.1% | +4.8% | -9.8% |
| 30D | -25.8% | -38.2% | +12.4% | -14.2% |
| 3M | -11.5% | -36.3% | +24.8% | +0.2% |
| 6M | +18.9% | -43.8% | +62.7% | +37.5% |
| YTD | +35.2% | -20.0% | +55.2% | +33.6% |
| 1Y | +14.5% | -29.6% | +44.1% | +16.2% |
| 3Y | +313.8% | +821.3% | -507.5% | +40.7% |
| 5Y | +32.6% | +2,134.5% | -2,101.9% | -67.1% |
| All | +1,381.0% | +3,120.8% | -1,739.8% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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