-35.5%
CLS vs NVD
+51.8%
-87.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -3.5% |
| 7D | +16.3% | +28.6% | -12.3% | +31.8% |
| 30D | -25.7% | +73.6% | -99.3% | +2.3% |
| 3M | -30.9% | +70.1% | -100.9% | -2.2% |
| 6M | -35.5% | +53.6% | -89.1% | -6.3% |
| All | -35.5% | +51.8% | -87.3% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling