+3,616.8%
CLS vs NVO
-1.1%
+3,617.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +5.0% | -7.4% | +12.3% | +5.9% |
| 30D | +4.8% | -5.5% | +10.3% | +5.4% |
| 3M | -10.4% | +4.1% | -14.5% | -11.3% |
| 6M | +20.8% | +19.3% | +1.5% | +16.8% |
| YTD | +10.0% | -9.2% | +19.2% | +9.0% |
| 1Y | +28.5% | -15.0% | +43.5% | +28.5% |
| 3Y | +1,292.2% | -50.9% | +1,343.1% | +1,440.5% |
| 5Y | +3,616.8% | -0.9% | +3,617.7% | +3,119.3% |
| All | +3,616.8% | -1.1% | +3,617.9% | +3,119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling