+2,178.1%
CLS vs NVT
+488.5%
+1,689.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +16.3% | +8.0% | +8.3% | +9.7% |
| 30D | -25.7% | -24.8% | -0.9% | -7.3% |
| 3M | -30.9% | -32.4% | +1.6% | -5.9% |
| 6M | -35.5% | -33.5% | -2.0% | -11.0% |
| YTD | -18.7% | +13.2% | -31.9% | -25.6% |
| 1Y | -17.9% | +9.0% | -26.9% | -22.0% |
| 3Y | +838.1% | +129.4% | +708.7% | +448.7% |
| 5Y | +1,971.9% | +230.1% | +1,741.8% | +835.6% |
| All | +2,178.1% | +488.5% | +1,689.6% | +633.0% |
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