+13.1%
NVTS vs CP
+31.6%
-18.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | +3.9% | +2.1% | +1.8% | +3.4% |
| 30D | -4.3% | +9.3% | -13.7% | -6.4% |
| 3M | -34.5% | +0.5% | -34.9% | -34.4% |
| 6M | -57.7% | +10.4% | -68.1% | -59.3% |
| YTD | +25.4% | +28.7% | -3.3% | +12.9% |
| 1Y | +13.1% | +33.2% | -20.0% | +0.1% |
| All | +13.1% | +31.6% | -18.4% | +0.1% |
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