+46.9%
CL vs NVTS
-31.5%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.3% | -9.8% | +1.7% |
| 7D | +0.5% | +20.8% | -20.3% | +1.0% |
| 30D | +11.6% | -11.1% | +22.7% | +11.5% |
| 3M | +5.6% | -31.0% | +36.6% | +5.1% |
| 6M | +13.2% | -47.4% | +60.5% | +12.5% |
| YTD | +26.9% | +34.2% | -7.3% | +28.4% |
| 1Y | +27.3% | +22.2% | +5.1% | +28.7% |
| 3Y | +39.7% | +68.4% | -28.7% | +44.5% |
| 5Y | +41.3% | -39.0% | +80.3% | +43.1% |
| All | +46.9% | -31.5% | +78.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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