+3,510.4%
CLS vs NVTS
-17.0%
+3,527.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | +20.1% | +3.5% | +16.6% | +19.5% |
| 30D | +6.0% | -11.9% | +18.0% | +7.8% |
| 3M | -10.3% | -49.2% | +38.9% | -2.9% |
| 6M | +24.5% | +38.4% | -13.9% | +16.0% |
| YTD | +12.9% | +62.5% | -49.6% | +1.8% |
| 1Y | +36.7% | +101.4% | -64.7% | +18.5% |
| 3Y | +1,328.1% | +40.4% | +1,287.6% | +1,082.8% |
| All | +3,510.4% | -17.0% | +3,527.4% | +2,726.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling