-26.7%
NVTS vs CP
+33.1%
-59.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +9.6% | +2.8% | +6.8% | +7.5% |
| 30D | -13.0% | +11.0% | -24.0% | -20.1% |
| 3M | -28.8% | +3.8% | -32.6% | -31.0% |
| 6M | -48.5% | +9.5% | -57.9% | -53.2% |
| YTD | +31.4% | +28.2% | +3.2% | +3.6% |
| 1Y | -2.3% | +33.0% | -35.2% | -25.4% |
| 3Y | +49.8% | +35.5% | +14.3% | +11.9% |
| 5Y | -43.2% | +25.8% | -69.0% | -55.1% |
| All | -26.7% | +33.1% | -59.8% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling