+649.9%
NVDL vs CLX
-36.5%
+686.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.4% |
| 7D | -10.3% | -5.7% | -4.6% | -11.4% |
| 30D | -7.1% | -17.0% | +9.9% | -10.5% |
| 3M | +6.6% | -9.7% | +16.3% | +4.6% |
| 6M | +21.1% | -19.8% | +40.9% | +14.8% |
| YTD | +15.2% | -9.8% | +25.1% | +14.1% |
| 1Y | +18.8% | -26.2% | +45.0% | +12.7% |
| 3Y | +649.9% | -36.2% | +686.1% | +605.2% |
| All | +649.9% | -36.5% | +686.4% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling