-7.8%
NVTS vs CNP
+70.5%
-78.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | -4.5% | -1.8% | -2.6% | -4.1% |
| 3M | -61.5% | -4.6% | -56.9% | -61.5% |
| 6M | +28.0% | -8.8% | +36.8% | +29.9% |
| YTD | +65.3% | +5.2% | +60.0% | +60.2% |
| 1Y | +113.0% | +8.3% | +104.7% | +104.8% |
| 3Y | +34.7% | +54.9% | -20.2% | +8.8% |
| All | -7.8% | +70.5% | -78.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling