-13.1%
CRM vs NVTS
-16.8%
+3.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | +28.1% | -16.5% | +44.7% | +29.2% |
| 3M | +48.8% | -47.6% | +96.5% | +53.3% |
| 6M | +28.3% | +7.3% | +21.0% | +23.2% |
| YTD | -6.0% | +62.9% | -68.9% | -13.2% |
| 1Y | +1.4% | +91.3% | -89.8% | -8.8% |
| 3Y | +11.8% | +43.4% | -31.6% | -0.5% |
| All | -13.1% | -16.8% | +3.7% | -22.0% |
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 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