-7.8%
NVTS vs CCEP
+132.0%
-139.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +7.6% |
| 7D | +2.7% | -3.1% | +5.8% | +3.9% |
| 30D | -4.5% | -2.6% | -1.9% | -3.7% |
| 3M | -61.5% | +14.9% | -76.5% | -64.8% |
| 6M | +28.0% | +2.3% | +25.7% | +24.5% |
| YTD | +65.3% | +17.8% | +47.4% | +47.0% |
| 1Y | +113.0% | +24.2% | +88.8% | +80.3% |
| 3Y | +34.7% | +84.7% | -50.0% | -24.0% |
| All | -7.8% | +132.0% | -139.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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