-20.7%
CSGP vs NVT
+445.0%
-465.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.0% | -12.6% | -6.1% |
| 7D | +1.3% | -15.7% | +16.9% | +3.9% |
| 30D | +10.7% | -36.6% | +47.3% | +19.3% |
| 3M | +3.3% | -34.8% | +38.1% | +9.8% |
| 6M | -10.3% | -38.2% | +27.9% | -5.1% |
| YTD | -54.6% | +4.8% | -59.4% | -59.6% |
| 1Y | -54.6% | -2.8% | -51.8% | -58.9% |
| 3Y | -60.3% | +119.5% | -179.9% | -74.3% |
| 5Y | -63.3% | +204.7% | -268.0% | -79.4% |
| All | -20.7% | +445.0% | -465.6% | -65.8% |
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 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