-26.7%
NVTS vs CF
+124.4%
-151.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.3% |
| 7D | +9.6% | +4.8% | +4.8% | +9.1% |
| 30D | -13.0% | +9.7% | -22.7% | -14.0% |
| 3M | -28.8% | +1.2% | -30.0% | -29.2% |
| 6M | -48.5% | +7.4% | -55.8% | -49.6% |
| YTD | +31.4% | +60.5% | -29.2% | +17.7% |
| 1Y | -2.3% | +50.7% | -53.0% | -11.5% |
| 3Y | +49.8% | +64.8% | -15.0% | +29.0% |
| 5Y | -43.2% | +115.8% | -159.0% | -50.0% |
| All | -26.7% | +124.4% | -151.1% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling