-30.1%
NVTS vs CCI
-32.7%
+2.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.6% |
| 7D | +3.9% | +2.5% | +1.4% | +3.4% |
| 30D | -4.3% | +14.4% | -18.8% | -6.8% |
| 3M | -34.5% | +21.7% | -56.2% | -37.1% |
| 6M | -57.7% | +4.0% | -61.7% | -58.2% |
| YTD | +25.4% | +6.2% | +19.1% | +21.3% |
| 1Y | +13.1% | +5.4% | +7.7% | +9.9% |
| 3Y | +48.9% | +11.7% | +37.2% | +32.1% |
| 5Y | -51.8% | -35.6% | -16.2% | -35.2% |
| All | -30.1% | -32.7% | +2.7% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling