+2,494.8%
NVDL vs CLX
-33.0%
+2,527.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.9% |
| 7D | -8.7% | -5.9% | -2.8% | -9.9% |
| 30D | -1.3% | -17.0% | +15.7% | -5.1% |
| 3M | +11.4% | -9.6% | +20.9% | +9.2% |
| 6M | +22.9% | -21.5% | +44.4% | +15.7% |
| YTD | +15.4% | -8.8% | +24.2% | +14.4% |
| 1Y | +18.8% | -24.7% | +43.4% | +12.8% |
| 3Y | +641.4% | -35.6% | +677.0% | +568.7% |
| All | +2,494.8% | -33.0% | +2,527.7% | +2,257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling