+3,650.5%
CLS vs NVTS
-16.8%
+3,667.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.3% | +2.3% | +6.0% |
| 7D | +10.9% | -1.4% | +12.4% | +11.2% |
| 30D | +2.1% | -16.5% | +18.6% | +4.5% |
| 3M | -10.2% | -47.6% | +37.4% | -3.1% |
| 6M | +30.4% | +7.3% | +23.1% | +25.8% |
| YTD | +17.2% | +62.9% | -45.7% | +5.8% |
| 1Y | +41.0% | +91.3% | -50.3% | +23.1% |
| 3Y | +1,338.0% | +43.4% | +1,294.6% | +1,086.5% |
| All | +3,650.5% | -16.8% | +3,667.4% | +2,836.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling