+44.0%
NVTS vs CP
+26.5%
+17.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.8% |
| 7D | +1.5% | +2.8% | -1.2% | -0.5% |
| 30D | -23.8% | +10.2% | -34.0% | -29.4% |
| 3M | -30.6% | +2.4% | -32.9% | -31.8% |
| 6M | -48.4% | +7.7% | -56.0% | -52.4% |
| YTD | +20.6% | +26.0% | -5.4% | -3.8% |
| 1Y | -2.5% | +34.6% | -37.2% | -27.2% |
| 3Y | +44.0% | +26.7% | +17.3% | +9.5% |
| All | +44.0% | +26.5% | +17.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling