+67.6%
NVTS vs CF
+66.4%
+1.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.7% | +6.6% | +7.4% |
| 7D | +7.9% | +10.4% | -2.4% | +8.9% |
| 30D | +0.8% | +7.6% | -6.8% | +1.6% |
| 3M | -26.0% | +5.2% | -31.1% | -25.5% |
| 6M | -55.5% | -0.1% | -55.5% | -55.3% |
| YTD | +41.0% | +61.7% | -20.6% | +35.4% |
| 1Y | +10.4% | +50.3% | -39.9% | +6.6% |
| All | +67.6% | +66.4% | +1.2% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling