-32.7%
NVTS vs CF
+118.9%
-151.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.9% | +9.5% |
| 7D | +1.5% | -3.2% | +4.7% | +1.8% |
| 30D | -23.8% | +4.3% | -28.1% | -24.3% |
| 3M | -30.6% | +2.8% | -33.4% | -31.2% |
| 6M | -48.4% | +0.6% | -49.0% | -49.1% |
| YTD | +20.6% | +56.6% | -36.0% | +8.2% |
| 1Y | -2.5% | +49.6% | -52.2% | -11.8% |
| 3Y | +44.0% | +61.5% | -17.5% | +24.0% |
| 5Y | -42.6% | +124.0% | -166.6% | -50.8% |
| All | -32.7% | +118.9% | -151.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling