-6.3%
NVTS vs CPB
-35.7%
+29.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +2.6% |
| 7D | +9.7% | -8.2% | +17.9% | +5.3% |
| 30D | -13.6% | -5.6% | -8.0% | -15.7% |
| 3M | -51.0% | +3.0% | -53.9% | -49.1% |
| 6M | +46.3% | -12.7% | +59.1% | +42.5% |
| YTD | +68.1% | -18.0% | +86.0% | +61.8% |
| 1Y | +113.9% | -31.7% | +145.6% | +95.0% |
| 3Y | +45.3% | -41.0% | +86.2% | +26.4% |
| All | -6.3% | -35.7% | +29.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling