+2,982.7%
CLS vs NVT
+694.8%
+2,287.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -0.9% |
| 7D | +5.0% | +2.0% | +2.9% | +3.3% |
| 30D | +4.8% | -7.2% | +12.0% | +11.2% |
| 3M | -10.4% | -0.9% | -9.5% | -10.3% |
| 6M | +20.8% | +42.6% | -21.8% | -7.8% |
| YTD | +10.0% | +52.9% | -42.9% | -20.6% |
| 1Y | +28.5% | +64.5% | -35.9% | -11.1% |
| 3Y | +1,292.2% | +178.0% | +1,114.2% | +587.5% |
| 5Y | +3,616.8% | +402.8% | +3,214.0% | +1,127.2% |
| All | +2,982.7% | +694.8% | +2,287.8% | +682.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling