-7.8%
NVTS vs CRL
-30.7%
+22.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.3% |
| 30D | -4.5% | +10.7% | -15.1% | -9.9% |
| 3M | -61.5% | +55.3% | -116.8% | -71.1% |
| 6M | +28.0% | +60.7% | -32.7% | -8.4% |
| YTD | +65.3% | +44.6% | +20.6% | +25.8% |
| 1Y | +113.0% | +77.7% | +35.3% | +40.5% |
| 3Y | +34.7% | +37.6% | -2.9% | -1.6% |
| All | -7.8% | -30.7% | +22.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling