+109.3%
CB vs NVTS
-31.5%
+140.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.3% | -11.7% | -0.3% |
| 7D | -1.5% | +20.8% | -22.3% | -1.2% |
| 30D | +6.5% | -11.1% | +17.7% | +6.5% |
| 3M | +4.1% | -31.0% | +35.1% | +3.8% |
| 6M | +14.4% | -47.4% | +61.8% | +14.0% |
| YTD | +17.5% | +34.2% | -16.7% | +17.8% |
| 1Y | +27.5% | +22.2% | +5.4% | +27.9% |
| 3Y | +71.6% | +68.4% | +3.2% | +73.5% |
| 5Y | +100.6% | -39.0% | +139.6% | +98.6% |
| All | +109.3% | -31.5% | +140.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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