+101.9%
CTVA vs NVTS
-20.2%
+122.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -4.7% | +0.5% | -5.1% | -4.7% |
| 30D | +11.1% | -18.0% | +29.1% | +11.6% |
| 3M | +13.7% | -45.6% | +59.3% | +15.3% |
| 6M | +11.2% | +28.5% | -17.2% | +9.0% |
| YTD | +26.9% | +56.2% | -29.3% | +23.2% |
| 1Y | +18.8% | +97.7% | -78.9% | +13.8% |
| 3Y | +75.9% | +35.0% | +41.0% | +67.0% |
| All | +101.9% | -20.2% | +122.2% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling