-7.8%
NVTS vs CPB
-36.8%
+29.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +4.6% |
| 7D | +2.7% | -8.6% | +11.3% | -1.6% |
| 30D | -4.5% | -7.2% | +2.8% | -7.7% |
| 3M | -61.5% | +0.9% | -62.4% | -60.4% |
| 6M | +28.0% | -11.8% | +39.8% | +25.1% |
| YTD | +65.3% | -19.4% | +84.7% | +57.8% |
| 1Y | +113.0% | -30.4% | +143.4% | +94.8% |
| 3Y | +34.7% | -40.2% | +74.9% | +18.0% |
| All | -7.8% | -36.8% | +29.0% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling