+1,972.6%
NOW vs CLS
+2,735.1%
-762.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.0% | -22.2% | +19.2% | +2.5% |
| 30D | -26.0% | -44.4% | +18.3% | -16.1% |
| 3M | -13.1% | -34.3% | +21.2% | -6.2% |
| 6M | +14.5% | -50.1% | +64.6% | +28.6% |
| YTD | -33.4% | -30.1% | -3.4% | -33.7% |
| 1Y | -40.6% | -39.3% | -1.3% | -39.5% |
| 3Y | -16.3% | +732.7% | -749.0% | -66.8% |
| 5Y | -26.3% | +1,777.2% | -1,803.5% | -78.4% |
| 10Y | +512.7% | +1,645.6% | -1,132.9% | +64.2% |
| All | +1,972.6% | +2,735.1% | -762.6% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling