-29.6%
CLS vs NVTS
-9.1%
-20.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +9.0% | -18.0% | -11.5% |
| 7D | -21.1% | -0.3% | -20.8% | -21.3% |
| 30D | -38.2% | -24.4% | -13.8% | -33.8% |
| 3M | -36.3% | -26.5% | -9.8% | -31.5% |
| 6M | -43.8% | -41.4% | -2.4% | -39.5% |
| YTD | -20.0% | +30.7% | -50.7% | -39.2% |
| 1Y | -29.6% | -10.8% | -18.8% | -34.7% |
| All | -29.6% | -9.1% | -20.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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