-33.8%
CLX vs NVD
-99.1%
+65.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.0% |
| 7D | -5.9% | +9.0% | -14.9% | -6.0% |
| 30D | -17.0% | -5.5% | -11.6% | -17.0% |
| 3M | -9.6% | -24.6% | +15.0% | -9.3% |
| 6M | -21.5% | -42.1% | +20.6% | -21.1% |
| YTD | -8.8% | -44.3% | +35.5% | -8.4% |
| 1Y | -24.7% | -54.2% | +29.5% | -24.2% |
| 3Y | -35.6% | -99.1% | +63.5% | -39.8% |
| All | -33.8% | -99.1% | +65.3% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling