+113.0%
NVTS vs CRS
+102.1%
+10.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.5% | -16.6% | +12.2% | +3.3% |
| 3M | -61.5% | -3.5% | -58.1% | -59.8% |
| 6M | +28.0% | +15.4% | +12.5% | +24.2% |
| YTD | +65.3% | +51.2% | +14.1% | +54.7% |
| 1Y | +113.0% | +98.3% | +14.7% | +118.9% |
| All | +113.0% | +102.1% | +10.9% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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