-26.4%
NOW vs CLS
+1,775.5%
-1,801.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.0% | -22.2% | +19.2% | +1.4% |
| 30D | -26.0% | -44.4% | +18.3% | -18.0% |
| 3M | -13.1% | -34.3% | +21.2% | -7.5% |
| 6M | +14.5% | -50.1% | +64.6% | +26.1% |
| YTD | -33.4% | -30.1% | -3.4% | -34.0% |
| 1Y | -40.6% | -39.3% | -1.3% | -39.8% |
| 3Y | -16.3% | +732.7% | -749.0% | -72.0% |
| All | -26.4% | +1,775.5% | -1,801.9% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling