-70.5%
CBRS vs NVT
-34.9%
-35.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.7% | +6.6% | +2.2% |
| 7D | -18.4% | -19.5% | +1.1% | -6.4% |
| 30D | -49.4% | -32.4% | -17.0% | -34.7% |
| 3M | -59.6% | -30.3% | -29.2% | -48.4% |
| All | -70.5% | -34.9% | -35.5% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · Available span rolling