+2,797.0%
CLS vs NVDL
+2,657.6%
+139.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.0% | +9.6% | +7.1% |
| 7D | +12.8% | +7.3% | +5.5% | +9.6% |
| 30D | +3.8% | -0.7% | +4.5% | +3.4% |
| 3M | -14.6% | +9.5% | -24.1% | -18.7% |
| 6M | +32.2% | +41.6% | -9.4% | +13.1% |
| YTD | +11.6% | +23.3% | -11.7% | -0.7% |
| 1Y | +35.1% | +40.3% | -5.2% | +14.4% |
| 3Y | +1,312.5% | +692.2% | +620.4% | +580.0% |
| All | +2,797.0% | +2,657.6% | +139.4% | +978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling