-7.8%
NVTS vs CCI
-44.6%
+36.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | -4.5% | +2.7% | -7.1% | -5.1% |
| 3M | -61.5% | -18.2% | -43.3% | -59.7% |
| 6M | +28.0% | -14.8% | +42.8% | +31.1% |
| YTD | +65.3% | -12.6% | +77.9% | +66.5% |
| 1Y | +113.0% | -16.7% | +129.7% | +119.6% |
| 3Y | +34.7% | -10.5% | +45.2% | +26.3% |
| All | -7.8% | -44.6% | +36.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling