+1,449.6%
NET vs CLS
+4,155.4%
-2,705.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -7.0% | +4.6% | -11.5% | -8.4% |
| 30D | -4.8% | -13.9% | +9.1% | -0.7% |
| 3M | +3.8% | -26.6% | +30.4% | +12.3% |
| 6M | +50.0% | +15.4% | +34.6% | +35.8% |
| YTD | +41.5% | +5.7% | +35.8% | +29.7% |
| 1Y | +32.8% | +41.1% | -8.3% | +6.8% |
| 3Y | +335.9% | +1,228.6% | -892.7% | +32.8% |
| 5Y | +113.8% | +3,240.6% | -3,126.8% | -51.8% |
| All | +1,449.6% | +4,155.4% | -2,705.9% | +285.0% |
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