+39.9%
CL vs NVTS
-42.8%
+82.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.5% | -11.7% | -2.0% |
| 7D | +1.3% | +1.5% | -0.2% | +1.4% |
| 30D | +11.4% | -23.8% | +35.2% | +10.9% |
| 3M | +4.4% | -30.6% | +35.0% | +3.9% |
| 6M | +10.8% | -48.4% | +59.2% | +10.0% |
| YTD | +25.1% | +20.6% | +4.5% | +26.3% |
| 1Y | +28.0% | -2.5% | +30.5% | +28.9% |
| 3Y | +37.6% | +44.0% | -6.4% | +41.9% |
| All | +39.9% | -42.8% | +82.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling