+113.0%
NVTS vs CF
+62.4%
+50.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +6.0% |
| 7D | +2.7% | +6.0% | -3.3% | +3.2% |
| 30D | -4.5% | +14.8% | -19.3% | -3.2% |
| 3M | -61.5% | +14.1% | -75.6% | -61.0% |
| 6M | +28.0% | +28.5% | -0.5% | +24.7% |
| YTD | +65.3% | +74.9% | -9.7% | +63.0% |
| 1Y | +113.0% | +61.7% | +51.3% | +110.2% |
| All | +113.0% | +62.4% | +50.6% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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