+91.3%
NVTS vs CRS
+79.6%
+11.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.8% |
| 7D | -1.4% | -6.8% | +5.3% | +1.6% |
| 30D | -16.5% | -16.1% | -0.4% | -9.7% |
| 3M | -47.6% | -21.2% | -26.5% | -41.2% |
| 6M | +7.3% | +8.7% | -1.4% | +6.8% |
| YTD | +62.9% | +41.0% | +21.9% | +55.9% |
| 1Y | +91.3% | +82.7% | +8.6% | +98.3% |
| All | +91.3% | +79.6% | +11.7% | +98.3% |
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