-52.9%
CBRS vs NVTS
-35.0%
-17.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -6.4% | +17.6% | +15.1% |
| 7D | +21.2% | +3.9% | +17.3% | +17.2% |
| 30D | -23.2% | -4.3% | -18.8% | -22.2% |
| 3M | -52.9% | -34.5% | -18.5% | -38.0% |
| All | -52.9% | -35.0% | -17.9% | -38.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling