+514.0%
NOW vs CLS
+1,916.3%
-1,402.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | +2.7% |
| 7D | +0.3% | +16.3% | -16.0% | -2.9% |
| 30D | -27.0% | -25.7% | -1.3% | -23.0% |
| 3M | -19.6% | -30.9% | +11.2% | -14.9% |
| 6M | +17.5% | -35.5% | +52.9% | +23.3% |
| YTD | -33.3% | -18.7% | -14.6% | -35.6% |
| 1Y | -39.8% | -17.9% | -21.9% | -42.8% |
| 3Y | -19.9% | +838.1% | -858.0% | -66.5% |
| 5Y | -26.1% | +1,971.9% | -1,998.0% | -76.4% |
| All | +514.0% | +1,916.3% | -1,402.3% | +60.9% |
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