-17.9%
CLS vs NVD
-5.2%
-12.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -3.6% |
| 7D | +16.3% | +28.6% | -12.3% | +31.0% |
| 30D | -25.7% | +73.6% | -99.3% | +0.2% |
| 3M | -30.9% | +70.1% | -100.9% | -4.7% |
| 6M | -35.5% | +53.6% | -89.1% | -10.1% |
| YTD | -18.7% | -7.0% | -11.7% | -5.5% |
| 1Y | -17.9% | -9.0% | -8.9% | -1.7% |
| All | -17.9% | -5.2% | -12.7% | -1.7% |
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