-19.7%
CSGP vs NVT
+699.2%
-719.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.0% |
| 7D | -4.1% | +5.1% | -9.2% | -5.2% |
| 30D | +2.3% | -3.7% | +6.0% | +2.8% |
| 3M | -8.2% | -10.1% | +2.0% | -7.6% |
| 6M | -35.1% | +37.5% | -72.5% | -43.0% |
| YTD | -54.0% | +53.7% | -107.8% | -61.3% |
| 1Y | -65.3% | +70.9% | -136.2% | -72.1% |
| 3Y | -62.6% | +180.4% | -243.0% | -76.0% |
| 5Y | -64.8% | +393.5% | -458.3% | -81.9% |
| All | -19.7% | +699.2% | -719.0% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling