-12.9%
NVTS vs CLX
-33.6%
+20.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -4.1% |
| 7D | +0.5% | -5.9% | +6.3% | -0.9% |
| 30D | -18.0% | -17.0% | -1.0% | -21.5% |
| 3M | -45.6% | -9.6% | -36.0% | -46.5% |
| 6M | +28.5% | -21.5% | +50.0% | +25.8% |
| YTD | +56.2% | -8.8% | +65.0% | +56.2% |
| 1Y | +97.7% | -24.7% | +122.4% | +94.1% |
| 3Y | +35.0% | -35.6% | +70.6% | +28.5% |
| All | -12.9% | -33.6% | +20.7% | -29.7% |
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