-24.4%
NOW vs CLS
+2,049.7%
-2,074.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.5% | -5.3% | +1.6% |
| 7D | -5.6% | +2.8% | -8.3% | -6.2% |
| 30D | -26.8% | -30.1% | +3.3% | -22.2% |
| 3M | -19.4% | -21.7% | +2.3% | -17.1% |
| 6M | +12.3% | -36.2% | +48.6% | +17.9% |
| YTD | -32.9% | -17.8% | -15.1% | -35.5% |
| 1Y | -40.3% | -26.8% | -13.5% | -41.7% |
| 3Y | -19.1% | +853.4% | -872.4% | -73.4% |
| 5Y | -24.4% | +2,005.0% | -2,029.4% | -84.9% |
| All | -24.4% | +2,049.7% | -2,074.1% | -84.9% |
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 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