-10.8%
NVTS vs CP
+35.2%
-46.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.5% | +5.5% | +8.1% |
| 7D | -0.3% | +5.6% | -5.9% | -1.5% |
| 30D | -24.4% | +10.0% | -34.4% | -26.1% |
| 3M | -26.5% | +4.4% | -30.9% | -26.9% |
| 6M | -41.4% | +14.1% | -55.5% | -44.9% |
| YTD | +30.7% | +29.1% | +1.6% | +17.6% |
| 1Y | -10.8% | +34.6% | -45.4% | -20.9% |
| All | -10.8% | +35.2% | -46.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling