+18.3%
NOW vs CLS
+1,229.1%
-1,210.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -2.4% | +4.6% | -7.0% | -2.9% |
| 30D | +20.5% | -13.9% | +34.4% | +22.2% |
| 3M | +18.3% | -26.6% | +44.9% | +21.8% |
| 6M | +24.1% | +15.4% | +8.7% | +17.9% |
| YTD | -7.8% | +5.7% | -13.5% | -11.8% |
| 1Y | -21.4% | +41.1% | -62.5% | -30.6% |
| All | +18.3% | +1,229.1% | -1,210.9% | -42.3% |
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