+3,280.4%
CLS vs NVTS
-15.6%
+3,296.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | 0.0% |
| 7D | +4.6% | +2.7% | +1.9% | +4.1% |
| 30D | -13.9% | -4.5% | -9.4% | -13.5% |
| 3M | -26.6% | -61.5% | +35.0% | -17.7% |
| 6M | +15.4% | +28.0% | -12.6% | +8.6% |
| YTD | +5.7% | +65.3% | -59.6% | -4.9% |
| 1Y | +41.1% | +113.0% | -71.9% | +21.6% |
| 3Y | +1,228.6% | +34.7% | +1,193.9% | +1,011.0% |
| All | +3,280.4% | -15.6% | +3,296.0% | +2,540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling