-52.6%
NVTS vs CCI
-36.4%
-16.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.8% | -5.2% |
| 7D | +21.6% | -1.4% | +23.0% | +21.8% |
| 30D | -8.5% | +12.7% | -21.2% | -10.6% |
| 3M | -31.4% | +23.0% | -54.4% | -34.3% |
| 6M | -50.3% | +0.6% | -50.9% | -50.5% |
| YTD | +33.9% | +4.9% | +29.0% | +30.0% |
| 1Y | +10.6% | +0.7% | +10.0% | +9.3% |
| 3Y | +52.7% | +10.2% | +42.5% | +36.0% |
| All | -52.6% | -36.4% | -16.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling