+113.0%
NVTS vs CCI
-18.8%
+131.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +5.9% |
| 7D | +2.7% | -0.4% | +3.1% | +2.6% |
| 30D | -4.5% | +2.7% | -7.1% | -3.9% |
| 3M | -61.5% | -18.2% | -43.3% | -61.7% |
| 6M | +28.0% | -14.8% | +42.8% | +28.3% |
| YTD | +65.3% | -12.6% | +77.9% | +62.8% |
| 1Y | +113.0% | -16.7% | +129.7% | +146.5% |
| All | +113.0% | -18.8% | +131.8% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling