+43.4%
NVTS vs CRBG
+122.1%
-78.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.9% |
| 30D | -16.5% | +2.6% | -19.1% | -18.2% |
| 3M | -47.6% | +24.0% | -71.6% | -55.3% |
| 6M | +7.3% | +50.5% | -43.2% | -20.3% |
| YTD | +62.9% | +17.1% | +45.7% | +43.7% |
| 1Y | +91.3% | +5.9% | +85.4% | +81.7% |
| 3Y | +43.4% | +122.7% | -79.3% | -8.2% |
| All | +43.4% | +122.1% | -78.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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