+2,755.3%
CLS vs NVDL
+2,480.8%
+274.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -0.8% |
| 7D | +5.0% | -8.7% | +13.6% | +8.4% |
| 30D | +4.8% | -1.3% | +6.1% | +4.7% |
| 3M | -10.4% | +11.4% | -21.7% | -15.1% |
| 6M | +20.8% | +22.9% | -2.1% | +8.8% |
| YTD | +10.0% | +15.4% | -5.4% | +0.3% |
| 1Y | +28.5% | +18.8% | +9.8% | +15.7% |
| 3Y | +1,292.2% | +641.4% | +650.8% | +586.8% |
| All | +2,755.3% | +2,480.8% | +274.6% | +989.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling