+113.9%
NVTS vs CP
+19.5%
+94.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +9.7% | +2.4% | +7.3% | +8.9% |
| 30D | -13.6% | -0.5% | -13.1% | -13.3% |
| 3M | -51.0% | +1.4% | -52.4% | -51.3% |
| 6M | +46.3% | +10.3% | +36.0% | +37.2% |
| YTD | +68.1% | +24.3% | +43.8% | +51.2% |
| 1Y | +113.9% | +20.4% | +93.5% | +104.9% |
| All | +113.9% | +19.5% | +94.4% | +104.9% |
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