+43.0%
NVTS vs CLX
-35.1%
+78.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -4.1% |
| 7D | +3.5% | -4.9% | +8.4% | +1.7% |
| 30D | -11.9% | -15.8% | +3.9% | -17.2% |
| 3M | -49.2% | -7.9% | -41.3% | -50.1% |
| 6M | +38.4% | -19.0% | +57.5% | +35.2% |
| YTD | +62.5% | -7.9% | +70.4% | +63.5% |
| 1Y | +101.4% | -25.4% | +126.8% | +97.1% |
| All | +43.0% | -35.1% | +78.1% | +38.2% |
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