-29.6%
CLS vs NVT
+3.0%
-32.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -12.7% | +3.7% | +3.0% |
| 7D | -21.1% | -19.5% | -1.7% | -3.5% |
| 30D | -38.2% | -32.4% | -5.8% | -10.4% |
| 3M | -36.3% | -30.3% | -6.0% | -10.4% |
| 6M | -43.8% | -30.4% | -13.4% | -20.8% |
| YTD | -20.0% | +11.3% | -31.4% | -37.0% |
| 1Y | -29.6% | +3.6% | -33.2% | -33.9% |
| All | -29.6% | +3.0% | -32.6% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling