+30.9%
CL vs NVTS
+38.8%
-8.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.3% | -7.8% | -1.3% |
| 7D | -2.2% | +2.7% | -4.9% | -2.1% |
| 30D | -4.8% | -4.5% | -0.4% | -4.9% |
| 3M | +4.9% | -61.5% | +66.4% | +3.4% |
| 6M | -5.7% | +28.0% | -33.7% | -4.8% |
| YTD | +14.4% | +65.3% | -50.9% | +16.1% |
| 1Y | +8.7% | +113.0% | -104.2% | +11.0% |
| All | +30.9% | +38.8% | -8.0% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling