-7.8%
NVTS vs CF
+144.5%
-152.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +6.7% |
| 7D | +2.7% | +6.0% | -3.3% | +1.9% |
| 30D | -4.5% | +14.8% | -19.3% | -6.3% |
| 3M | -61.5% | +14.1% | -75.6% | -62.4% |
| 6M | +28.0% | +28.5% | -0.5% | +20.4% |
| YTD | +65.3% | +74.9% | -9.7% | +46.8% |
| 1Y | +113.0% | +61.7% | +51.3% | +91.4% |
| 3Y | +34.7% | +80.3% | -45.6% | +14.5% |
| All | -7.8% | +144.5% | -152.3% | -21.1% |
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