+3,471.1%
CLS vs NVTS
-14.2%
+3,485.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.4% |
| 7D | +12.8% | +9.7% | +3.1% | +11.4% |
| 30D | +3.8% | -13.6% | +17.4% | +5.8% |
| 3M | -14.6% | -51.0% | +36.4% | -7.2% |
| 6M | +32.2% | +46.3% | -14.1% | +22.4% |
| YTD | +11.6% | +68.1% | -56.4% | +0.3% |
| 1Y | +35.1% | +113.9% | -78.9% | +16.3% |
| 3Y | +1,312.5% | +45.3% | +1,267.3% | +1,064.8% |
| All | +3,471.1% | -14.2% | +3,485.3% | +2,683.9% |
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