+37.5%
NVTS vs CCI
-12.4%
+49.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.1% | -4.0% |
| 7D | +0.5% | -4.4% | +4.8% | +0.2% |
| 30D | -18.0% | +0.3% | -18.3% | -18.0% |
| 3M | -45.6% | -20.0% | -25.6% | -45.5% |
| 6M | +28.5% | -14.5% | +43.0% | +27.8% |
| YTD | +56.2% | -14.9% | +71.0% | +54.8% |
| 1Y | +97.7% | -17.7% | +115.4% | +97.7% |
| All | +37.5% | -12.4% | +49.9% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling