+13.1%
NVTS vs CRL
+99.6%
-86.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.5% | -6.1% |
| 7D | +3.9% | +0.1% | +3.8% | +4.0% |
| 30D | -4.3% | +11.9% | -16.2% | -6.2% |
| 3M | -34.5% | +20.2% | -54.6% | -36.5% |
| 6M | -57.7% | +107.5% | -165.3% | -64.0% |
| YTD | +25.4% | +69.4% | -44.1% | +11.9% |
| 1Y | +13.1% | +99.7% | -86.6% | -5.8% |
| All | +13.1% | +99.6% | -86.4% | -5.8% |
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