+75.7%
CTVA vs NVTS
+37.8%
+37.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -5.8% | +3.5% | -9.3% | -5.9% |
| 30D | +11.1% | -11.9% | +23.0% | +11.3% |
| 3M | +13.2% | -49.2% | +62.5% | +14.4% |
| 6M | +8.7% | +38.4% | -29.7% | +7.3% |
| YTD | +27.3% | +62.5% | -35.2% | +25.0% |
| 1Y | +18.0% | +101.4% | -83.4% | +14.9% |
| All | +75.7% | +37.8% | +37.9% | +72.9% |
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