-9.4%
NVTS vs CNP
+70.9%
-80.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.1% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | -11.9% | -0.1% | -11.9% | -11.9% |
| 3M | -49.2% | -5.6% | -43.6% | -49.0% |
| 6M | +38.4% | -7.5% | +45.9% | +39.9% |
| YTD | +62.5% | +5.5% | +57.0% | +57.4% |
| 1Y | +101.4% | +8.3% | +93.0% | +93.7% |
| 3Y | +40.4% | +51.8% | -11.3% | +14.7% |
| All | -9.4% | +70.9% | -80.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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