-9.1%
NVTS vs CLBK
+37.0%
-46.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.4% | -1.5% | 0.0% | -0.8% |
| 30D | -16.5% | -1.0% | -15.5% | -16.1% |
| 3M | -47.6% | +22.9% | -70.6% | -52.3% |
| 6M | +7.3% | +44.2% | -36.9% | -8.6% |
| YTD | +62.9% | +64.0% | -1.1% | +31.2% |
| 1Y | +91.3% | +65.7% | +25.6% | +52.0% |
| 3Y | +43.4% | +54.1% | -10.7% | +17.5% |
| All | -9.1% | +37.0% | -46.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling