-12.9%
NVTS vs CRS
+1,344.1%
-1,357.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -2.8% |
| 7D | +0.5% | -4.1% | +4.6% | +2.5% |
| 30D | -18.0% | -16.6% | -1.4% | -10.4% |
| 3M | -45.6% | -14.3% | -31.3% | -40.9% |
| 6M | +28.5% | +11.6% | +16.9% | +22.4% |
| YTD | +56.2% | +42.6% | +13.6% | +32.7% |
| 1Y | +97.7% | +81.8% | +15.9% | +46.3% |
| 3Y | +35.0% | +632.1% | -597.1% | -54.9% |
| All | -12.9% | +1,344.1% | -1,357.0% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling