+3,458.4%
CLS vs NVO
+5,307.0%
-1,848.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +20.1% | -4.7% | +24.8% | +21.8% |
| 30D | +6.0% | -5.4% | +11.5% | +7.5% |
| 3M | -10.3% | +7.0% | -17.3% | -13.0% |
| 6M | +24.5% | +17.6% | +6.9% | +16.8% |
| YTD | +12.9% | -8.0% | +20.9% | +11.7% |
| 1Y | +36.7% | -13.8% | +50.5% | +37.2% |
| 3Y | +1,328.1% | -50.3% | +1,378.3% | +1,519.3% |
| 5Y | +3,682.3% | +0.7% | +3,681.7% | +3,141.9% |
| 10Y | +3,038.3% | +155.6% | +2,882.7% | +1,761.7% |
| All | +3,458.4% | +5,307.0% | -1,848.6% | +592.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling