+3,154.0%
CLS vs NVO
+143.1%
+3,010.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +6.9% |
| 7D | +10.9% | -7.6% | +18.5% | +12.4% |
| 30D | +2.1% | -6.0% | +8.1% | +3.1% |
| 3M | -10.2% | -0.8% | -9.4% | -10.8% |
| 6M | +30.4% | +16.5% | +13.9% | +25.2% |
| YTD | +17.2% | -11.1% | +28.4% | +16.8% |
| 1Y | +41.0% | -16.7% | +57.7% | +42.0% |
| 3Y | +1,338.0% | -52.9% | +1,390.9% | +1,514.8% |
| 5Y | +3,860.6% | -3.0% | +3,863.5% | +3,358.6% |
| All | +3,154.0% | +143.1% | +3,010.9% | +2,079.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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