+2,501.1%
CLS vs NVTS
-36.0%
+2,537.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.4% | +1.0% | -4.5% |
| 7D | +16.3% | +3.9% | +12.3% | +15.7% |
| 30D | -25.7% | -4.3% | -21.3% | -25.2% |
| 3M | -30.9% | -34.5% | +3.6% | -26.8% |
| 6M | -35.5% | -57.7% | +22.2% | -28.8% |
| YTD | -18.7% | +25.4% | -44.0% | -23.9% |
| 1Y | -17.9% | +13.1% | -31.1% | -22.1% |
| 3Y | +838.1% | +48.9% | +789.2% | +658.5% |
| 5Y | +1,971.9% | -51.8% | +2,023.7% | +1,606.9% |
| All | +2,501.1% | -36.0% | +2,537.1% | +2,012.0% |
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