Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLS vs NVTS✓SelectedUSD · NVTSCLS vs NVTS performance historyLatest closeAs of+5.64%09/08
Stock and ETF performance explorer

CLS vs NVTS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,471.1%
NVTS return
-14.2%
Excess return
+3,485.3%
Maximum drawdown
-54.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioNVTSExcessAlpha
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