+8.9%
CRCL vs NVTS
+70.3%
-61.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | -11.2% | -1.4% | -9.8% | -11.0% |
| 30D | +27.1% | -16.5% | +43.6% | +31.3% |
| 3M | +9.6% | -47.6% | +57.3% | +21.9% |
| 6M | -19.7% | +7.3% | -27.0% | -27.1% |
| YTD | +14.2% | +62.9% | -48.6% | -5.1% |
| 1Y | -32.2% | +91.3% | -123.5% | -38.2% |
| All | +8.9% | +70.3% | -61.4% | +11.1% |
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