-7.8%
NVTS vs CP
+29.7%
-37.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.0% |
| 7D | +2.7% | -2.7% | +5.4% | +5.0% |
| 30D | -4.5% | +0.2% | -4.6% | -4.4% |
| 3M | -61.5% | +2.6% | -64.1% | -62.8% |
| 6M | +28.0% | +6.0% | +22.0% | +20.0% |
| YTD | +65.3% | +24.9% | +40.3% | +33.3% |
| 1Y | +113.0% | +20.1% | +92.9% | +77.5% |
| 3Y | +34.7% | +16.4% | +18.3% | +14.1% |
| All | -7.8% | +29.7% | -37.5% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling