-6.3%
NVTS vs CRS
+1,377.3%
-1,383.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.4% |
| 7D | +9.7% | -3.1% | +12.8% | +11.3% |
| 30D | -13.6% | -19.6% | +6.0% | -4.0% |
| 3M | -51.0% | -8.1% | -42.9% | -48.6% |
| 6M | +46.3% | +18.6% | +27.8% | +35.6% |
| YTD | +68.1% | +45.9% | +22.2% | +41.2% |
| 1Y | +113.9% | +82.5% | +31.4% | +57.9% |
| 3Y | +45.3% | +648.9% | -603.6% | -52.0% |
| All | -6.3% | +1,377.3% | -1,383.6% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling