+105.3%
CTVA vs NVTS
-14.2%
+119.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -2.1% | +9.7% | -11.8% | -2.3% |
| 30D | +12.0% | -13.6% | +25.7% | +12.4% |
| 3M | +13.5% | -51.0% | +64.5% | +15.4% |
| 6M | +12.1% | +46.3% | -34.2% | +9.5% |
| YTD | +29.0% | +68.1% | -39.1% | +25.1% |
| 1Y | +18.9% | +113.9% | -95.0% | +13.6% |
| 3Y | +78.9% | +45.3% | +33.6% | +69.5% |
| All | +105.3% | -14.2% | +119.5% | +82.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling