+2,942.6%
CLS vs NVDL
+2,476.2%
+466.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.7% | +6.6% |
| 7D | +10.9% | -10.3% | +21.3% | +15.4% |
| 30D | +2.1% | -7.1% | +9.2% | +4.2% |
| 3M | -10.2% | +6.6% | -16.8% | -13.6% |
| 6M | +30.4% | +21.1% | +9.3% | +18.1% |
| YTD | +17.2% | +15.2% | +2.0% | +6.9% |
| 1Y | +41.0% | +18.8% | +22.2% | +26.9% |
| 3Y | +1,338.0% | +649.9% | +688.1% | +608.3% |
| All | +2,942.6% | +2,476.2% | +466.4% | +1,061.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling