+1,032.5%
CLS vs NVD
-98.7%
+1,131.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.8% | +14.3% | +6.1% |
| 7D | +2.8% | +27.3% | -24.6% | +15.7% |
| 30D | -30.1% | +59.9% | -90.0% | -11.8% |
| 3M | -21.7% | +39.4% | -61.2% | -4.2% |
| 6M | -36.2% | +27.6% | -63.8% | -20.7% |
| YTD | -17.8% | -17.9% | +0.1% | -10.1% |
| 1Y | -26.8% | -14.5% | -12.3% | -16.5% |
| 3Y | +853.4% | -98.6% | +951.9% | +335.0% |
| All | +1,032.5% | -98.7% | +1,131.2% | +393.6% |
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