-62.8%
CSGP vs NVT
+183.2%
-246.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -4.1% | +5.1% | -9.2% | -4.2% |
| 30D | +2.3% | -3.7% | +6.0% | +2.3% |
| 3M | -8.2% | -10.1% | +2.0% | -7.9% |
| 6M | -35.1% | +37.5% | -72.5% | -39.2% |
| YTD | -54.0% | +53.7% | -107.8% | -58.1% |
| 1Y | -65.3% | +70.9% | -136.2% | -69.4% |
| All | -62.8% | +183.2% | -246.0% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling