-6.3%
NVTS vs CRL
-32.6%
+26.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.2% |
| 7D | +9.7% | -0.6% | +10.2% | +9.9% |
| 30D | -13.6% | +5.0% | -18.6% | -16.1% |
| 3M | -51.0% | +50.6% | -101.6% | -62.7% |
| 6M | +46.3% | +60.9% | -14.6% | +4.2% |
| YTD | +68.1% | +40.7% | +27.3% | +29.8% |
| 1Y | +113.9% | +73.3% | +40.6% | +43.1% |
| 3Y | +45.3% | +40.6% | +4.7% | +4.0% |
| All | -6.3% | -32.6% | +26.3% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling