-10.8%
NVTS vs CRL
+85.3%
-96.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -7.3% | +16.3% | +10.6% |
| 7D | -0.3% | -12.8% | +12.4% | +2.7% |
| 30D | -24.4% | +5.0% | -29.4% | -25.1% |
| 3M | -26.5% | +39.4% | -65.8% | -30.9% |
| 6M | -41.4% | +89.4% | -130.7% | -50.4% |
| YTD | +30.7% | +63.6% | -32.9% | +15.7% |
| 1Y | -10.8% | +83.5% | -94.3% | -27.1% |
| All | -10.8% | +85.3% | -96.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling