+36.7%
CLS vs NVTS
+103.9%
-67.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.8% |
| 7D | +20.1% | +3.5% | +16.6% | +19.2% |
| 30D | +6.0% | -11.9% | +18.0% | +8.7% |
| 3M | -10.3% | -49.2% | +38.9% | +0.4% |
| 6M | +24.5% | +38.4% | -13.9% | +11.6% |
| YTD | +12.9% | +62.5% | -49.6% | -4.5% |
| 1Y | +36.7% | +101.4% | -64.7% | +22.5% |
| All | +36.7% | +103.9% | -67.2% | +22.5% |
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