-65.0%
CBRS vs NVTS
-57.7%
-7.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -6.4% | +17.6% | +13.5% |
| 7D | +21.2% | +3.9% | +17.3% | +19.2% |
| 30D | -23.2% | -4.3% | -18.8% | -22.5% |
| 3M | -52.9% | -34.5% | -18.5% | -47.3% |
| All | -65.0% | -57.7% | -7.4% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling