+1,284.2%
CLS vs NVD
-99.1%
+1,383.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.9% |
| 7D | +20.1% | +0.5% | +19.6% | +20.5% |
| 30D | +6.0% | -9.3% | +15.3% | +3.7% |
| 3M | -10.3% | -22.1% | +11.8% | -14.9% |
| 6M | +24.5% | -45.8% | +70.3% | +6.7% |
| YTD | +12.9% | -46.7% | +59.6% | -1.4% |
| 1Y | +36.7% | -59.5% | +96.1% | +13.7% |
| All | +1,284.2% | -99.1% | +1,383.4% | +370.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling