+2,529.0%
CLS vs NVTS
-28.0%
+2,557.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.4% | +1.1% | +7.4% |
| 7D | +2.8% | +7.9% | -5.2% | +1.7% |
| 30D | -30.1% | +0.8% | -30.9% | -30.1% |
| 3M | -21.7% | -26.0% | +4.2% | -18.5% |
| 6M | -36.2% | -55.5% | +19.3% | -30.4% |
| YTD | -17.8% | +41.0% | -58.9% | -24.4% |
| 1Y | -26.8% | +10.4% | -37.2% | -30.5% |
| 3Y | +853.4% | +60.9% | +792.5% | +664.6% |
| 5Y | +2,005.0% | -42.8% | +2,047.8% | +1,602.4% |
| All | +2,529.0% | -28.0% | +2,557.0% | +1,999.8% |
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