+2,463.6%
CLS vs NVS
+880.4%
+1,583.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.5% |
| 7D | +16.3% | -1.3% | +17.5% | +16.9% |
| 30D | -25.7% | +9.3% | -34.9% | -28.8% |
| 3M | -30.9% | +5.8% | -36.7% | -34.0% |
| 6M | -35.5% | +7.2% | -42.7% | -39.4% |
| YTD | -18.7% | +20.0% | -38.7% | -27.8% |
| 1Y | -17.9% | +25.4% | -43.3% | -28.7% |
| 3Y | +838.1% | +89.2% | +748.9% | +536.4% |
| 5Y | +1,971.9% | +134.6% | +1,837.3% | +1,134.8% |
| 10Y | +1,907.9% | +251.4% | +1,656.5% | +855.6% |
| All | +2,463.6% | +880.4% | +1,583.3% | +599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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