-48.5%
NVTS vs CF
+117.5%
-166.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.4% | -5.2% |
| 7D | +21.6% | +5.4% | +16.3% | +21.1% |
| 30D | -8.5% | +6.5% | -15.1% | -9.2% |
| 3M | -31.4% | +4.6% | -36.0% | -31.9% |
| 6M | -50.3% | -3.3% | -47.0% | -50.4% |
| YTD | +33.9% | +63.9% | -30.0% | +20.0% |
| 1Y | +10.6% | +50.4% | -39.8% | +0.7% |
| 3Y | +52.7% | +68.2% | -15.5% | +31.5% |
| 5Y | -48.5% | +113.8% | -162.3% | -53.9% |
| All | -48.5% | +117.5% | -166.0% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling