+11.7%
CRCL vs NVTS
+69.8%
-58.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.7% |
| 7D | +4.9% | +3.5% | +1.4% | +4.1% |
| 30D | +38.7% | -11.9% | +50.6% | +41.8% |
| 3M | +14.7% | -49.2% | +63.9% | +28.1% |
| 6M | -16.9% | +38.4% | -55.3% | -29.4% |
| YTD | +17.3% | +62.5% | -45.2% | -2.6% |
| 1Y | -21.2% | +101.4% | -122.6% | -27.7% |
| All | +11.7% | +69.8% | -58.1% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling