+10.6%
NVTS vs CRL
+97.0%
-86.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.9% |
| 7D | +21.6% | +8.9% | +12.8% | +19.1% |
| 30D | -8.5% | +14.0% | -22.5% | -10.7% |
| 3M | -31.4% | +19.8% | -51.2% | -33.7% |
| 6M | -50.3% | +102.0% | -152.4% | -57.6% |
| YTD | +33.9% | +70.8% | -37.0% | +18.2% |
| 1Y | +10.6% | +98.7% | -88.1% | -9.6% |
| All | +10.6% | +97.0% | -86.3% | -9.6% |
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