+46.8%
CL vs NVTS
-31.6%
+78.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | -0.2% |
| 7D | -0.8% | +21.6% | -22.4% | -0.4% |
| 30D | +9.5% | -8.5% | +18.0% | +9.4% |
| 3M | +6.6% | -31.4% | +38.0% | +6.1% |
| 6M | +13.2% | -50.3% | +63.6% | +12.4% |
| YTD | +26.9% | +33.9% | -7.0% | +28.3% |
| 1Y | +27.6% | +10.6% | +17.0% | +28.8% |
| 3Y | +39.1% | +52.7% | -13.6% | +43.7% |
| 5Y | +41.3% | -48.5% | +89.8% | +43.0% |
| All | +46.8% | -31.6% | +78.4% | +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