-9.4%
NVTS vs CLX
-33.0%
+23.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -3.8% |
| 7D | +3.5% | -4.9% | +8.4% | +2.3% |
| 30D | -11.9% | -15.8% | +3.9% | -15.3% |
| 3M | -49.2% | -7.9% | -41.3% | -49.8% |
| 6M | +38.4% | -19.0% | +57.5% | +36.2% |
| YTD | +62.5% | -7.9% | +70.4% | +62.8% |
| 1Y | +101.4% | -25.4% | +126.8% | +97.9% |
| 3Y | +40.4% | -35.0% | +75.5% | +34.0% |
| All | -9.4% | -33.0% | +23.6% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling