-12.9%
NVTS vs CRL
-34.4%
+21.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.8% |
| 7D | +0.5% | -6.9% | +7.4% | +4.5% |
| 30D | -18.0% | -3.2% | -14.8% | -16.6% |
| 3M | -45.6% | +46.5% | -92.2% | -57.9% |
| 6M | +28.5% | +63.1% | -34.7% | -9.2% |
| YTD | +56.2% | +36.9% | +19.3% | +22.6% |
| 1Y | +97.7% | +78.1% | +19.6% | +29.7% |
| 3Y | +35.0% | +36.7% | -1.7% | -1.8% |
| All | -12.9% | -34.4% | +21.5% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling