-62.9%
CSGP vs NVT
+243.7%
-306.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.5% |
| 7D | -7.1% | +3.5% | -10.6% | -7.4% |
| 30D | +3.6% | -28.2% | +31.8% | +6.8% |
| 3M | -2.7% | -30.1% | +27.3% | +0.2% |
| 6M | -8.0% | -32.5% | +24.4% | -5.7% |
| YTD | -55.0% | +15.2% | -70.2% | -60.7% |
| 1Y | -55.8% | +7.2% | -62.9% | -60.7% |
| 3Y | -62.0% | +134.2% | -196.2% | -77.4% |
| 5Y | -62.9% | +238.3% | -301.2% | -83.8% |
| All | -62.9% | +243.7% | -306.7% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling