+2,860.7%
CLS vs NVT
+699.2%
+2,161.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.2% |
| 7D | +4.6% | +5.1% | -0.5% | +0.7% |
| 30D | -13.9% | -3.7% | -10.2% | -11.3% |
| 3M | -26.6% | -10.1% | -16.4% | -20.4% |
| 6M | +15.4% | +37.5% | -22.0% | -9.3% |
| YTD | +5.7% | +53.7% | -48.1% | -24.0% |
| 1Y | +41.1% | +70.9% | -29.7% | -5.0% |
| 3Y | +1,228.6% | +180.4% | +1,048.2% | +551.2% |
| 5Y | +3,240.6% | +393.5% | +2,847.2% | +1,014.7% |
| All | +2,860.7% | +699.2% | +2,161.4% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling