-9.4%
NVTS vs CP
+27.5%
-36.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -2.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.0% |
| 30D | -11.9% | -0.5% | -11.4% | -11.5% |
| 3M | -49.2% | +0.1% | -49.3% | -49.9% |
| 6M | +38.4% | +7.8% | +30.6% | +27.5% |
| YTD | +62.5% | +22.9% | +39.6% | +32.8% |
| 1Y | +101.4% | +21.3% | +80.1% | +66.2% |
| 3Y | +40.4% | +20.4% | +20.1% | +15.4% |
| All | -9.4% | +27.5% | -36.9% | -25.6% |
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