-30.1%
NVTS vs CLX
-16.9%
-13.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.2% |
| 7D | +3.9% | +9.5% | -5.6% | +5.7% |
| 30D | -4.3% | +30.7% | -35.0% | +1.2% |
| 3M | -34.5% | +4.2% | -38.7% | -34.2% |
| 6M | -57.7% | +22.1% | -79.8% | -55.6% |
| YTD | +25.4% | +14.1% | +11.3% | +31.2% |
| 1Y | +13.1% | +10.3% | +2.8% | +18.1% |
| 3Y | +48.9% | -7.8% | +56.7% | +50.6% |
| 5Y | -51.8% | -20.8% | -30.9% | -56.7% |
| All | -30.1% | -16.9% | -13.1% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling