+504.6%
NOW vs CLS
+1,765.4%
-1,260.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.1% | -0.8% |
| 7D | -3.1% | -10.6% | +7.5% | -1.1% |
| 30D | -27.0% | -38.4% | +11.4% | -20.1% |
| 3M | -17.7% | -29.9% | +12.1% | -13.1% |
| 6M | +12.7% | -40.6% | +53.3% | +20.5% |
| YTD | -32.9% | -24.6% | -8.3% | -34.2% |
| 1Y | -40.4% | -30.8% | -9.6% | -41.1% |
| 3Y | -17.1% | +811.7% | -828.8% | -65.2% |
| 5Y | -25.7% | +1,838.4% | -1,864.1% | -75.9% |
| 10Y | +504.6% | +1,751.5% | -1,246.9% | +62.7% |
| All | +504.6% | +1,765.4% | -1,260.8% | +62.7% |
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 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