+1,416.2%
CLS vs NVD
-99.1%
+1,515.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -7.0% | -0.7% |
| 7D | +5.0% | +9.0% | -4.1% | +8.8% |
| 30D | +4.8% | -5.5% | +10.2% | +4.3% |
| 3M | -10.4% | -24.6% | +14.2% | -16.2% |
| 6M | +20.8% | -42.1% | +62.9% | +6.5% |
| YTD | +10.0% | -44.3% | +54.4% | -2.1% |
| 1Y | +28.5% | -54.2% | +82.7% | +12.3% |
| 3Y | +1,292.2% | -99.1% | +1,391.3% | +393.6% |
| All | +1,416.2% | -99.1% | +1,515.3% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling