+327.1%
NET vs CLS
+1,229.1%
-902.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -7.0% | +4.6% | -11.5% | -8.2% |
| 30D | -4.8% | -13.9% | +9.1% | -1.2% |
| 3M | +3.8% | -26.6% | +30.4% | +11.4% |
| 6M | +50.0% | +15.4% | +34.6% | +37.6% |
| YTD | +41.5% | +5.7% | +35.8% | +31.2% |
| 1Y | +32.8% | +41.1% | -8.3% | +9.0% |
| All | +327.1% | +1,229.1% | -902.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling