-0.2%
NVTS vs CF
+47.0%
-47.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.1% | +11.4% | +11.2% |
| 7D | +20.8% | -0.9% | +21.7% | +21.5% |
| 30D | -11.1% | +6.9% | -18.1% | -9.7% |
| 3M | -31.0% | +4.8% | -35.9% | -30.2% |
| 6M | -47.4% | +4.7% | -52.0% | -47.7% |
| YTD | +34.2% | +56.5% | -22.3% | +21.1% |
| All | -0.2% | +47.0% | -47.2% | -7.5% |
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