-32.5%
CBRS vs NVTS
-44.2%
+11.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.0% | +8.6% |
| 7D | +17.3% | +2.7% | +14.6% | +16.6% |
| 30D | -2.0% | -4.5% | +2.5% | -0.2% |
| 3M | -2.5% | -61.5% | +59.0% | -10.1% |
| All | -32.5% | -44.2% | +11.7% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling