-25.3%
NVTS vs CRL
-18.1%
-7.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.8% |
| 7D | +21.6% | +8.9% | +12.8% | +16.3% |
| 30D | -8.5% | +14.0% | -22.5% | -14.9% |
| 3M | -31.4% | +19.8% | -51.2% | -38.2% |
| 6M | -50.3% | +102.0% | -152.4% | -68.4% |
| YTD | +33.9% | +70.8% | -37.0% | -7.4% |
| 1Y | +10.6% | +98.7% | -88.1% | -30.9% |
| 3Y | +52.7% | +98.2% | -45.4% | -12.5% |
| 5Y | -48.5% | -11.7% | -36.8% | -57.5% |
| All | -25.3% | -18.1% | -7.2% | -40.3% |
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