+43.0%
NVTS vs CRL
+38.7%
+4.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -2.9% |
| 7D | +3.5% | -4.6% | +8.1% | +5.7% |
| 30D | -11.9% | +0.5% | -12.4% | -12.2% |
| 3M | -49.2% | +46.6% | -95.8% | -59.1% |
| 6M | +38.4% | +57.3% | -18.8% | +4.9% |
| YTD | +62.5% | +39.5% | +22.9% | +31.5% |
| 1Y | +101.4% | +76.9% | +24.5% | +41.0% |
| All | +43.0% | +38.7% | +4.4% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling