+97.7%
NVTS vs CRL
+73.3%
+24.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.4% |
| 7D | +0.5% | -6.9% | +7.4% | +2.1% |
| 30D | -18.0% | -3.2% | -14.8% | -17.3% |
| 3M | -45.6% | +46.5% | -92.2% | -51.7% |
| 6M | +28.5% | +63.1% | -34.7% | +6.5% |
| YTD | +56.2% | +36.9% | +19.3% | +42.0% |
| 1Y | +97.7% | +78.1% | +19.6% | +60.9% |
| All | +97.7% | +73.3% | +24.4% | +60.9% |
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 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