-55.6%
NVTS vs CLBK
+27.8%
-83.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.1% |
| 7D | +3.9% | +0.9% | +3.1% | +3.7% |
| 30D | -4.3% | +3.4% | -7.7% | -5.6% |
| 3M | -34.5% | -4.3% | -30.2% | -33.1% |
| 6M | -57.7% | +28.4% | -86.1% | -62.1% |
| YTD | +25.4% | +59.4% | -34.1% | +2.2% |
| 1Y | +13.1% | +64.8% | -51.7% | -9.3% |
| 3Y | +48.9% | +50.6% | -1.7% | +23.2% |
| All | -55.6% | +27.8% | -83.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling