-29.6%
CLS vs NVD
-27.4%
-2.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.5% | -15.5% | -5.8% |
| 7D | -21.1% | +15.0% | -36.1% | -14.8% |
| 30D | -38.2% | +39.3% | -77.5% | -25.9% |
| 3M | -36.3% | +3.1% | -39.4% | -31.6% |
| 6M | -43.8% | -19.0% | -24.8% | -43.0% |
| YTD | -20.0% | -35.5% | +15.5% | -24.0% |
| 1Y | -29.6% | -30.2% | +0.6% | -25.9% |
| All | -29.6% | -27.4% | -2.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling