+3,682.3%
CLS vs NVT
+420.2%
+3,262.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +3.3% |
| 7D | +20.1% | +7.0% | +13.1% | +13.2% |
| 30D | +6.0% | -2.3% | +8.4% | +8.4% |
| 3M | -10.3% | -3.1% | -7.2% | -8.7% |
| 6M | +24.5% | +47.0% | -22.5% | -12.5% |
| YTD | +12.9% | +56.2% | -43.4% | -25.4% |
| 1Y | +36.7% | +74.5% | -37.9% | -17.1% |
| 3Y | +1,328.1% | +184.0% | +1,144.1% | +496.5% |
| 5Y | +3,682.3% | +410.8% | +3,271.5% | +887.0% |
| All | +3,682.3% | +420.2% | +3,262.2% | +887.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling