+113.0%
NVTS vs CP
+19.9%
+93.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.7% | -2.7% | +5.4% | +3.5% |
| 30D | -4.5% | +0.2% | -4.6% | -4.3% |
| 3M | -61.5% | +2.6% | -64.1% | -61.9% |
| 6M | +28.0% | +6.0% | +22.0% | +22.6% |
| YTD | +65.3% | +24.9% | +40.3% | +48.4% |
| 1Y | +113.0% | +20.1% | +92.9% | +105.4% |
| All | +113.0% | +19.9% | +93.1% | +105.4% |
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