-10.8%
NVTS vs CAG
-6.8%
-4.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.0% | +3.0% | +14.5% |
| 7D | -0.3% | +9.7% | -10.0% | +8.8% |
| 30D | -24.4% | +15.8% | -40.2% | -12.0% |
| 3M | -26.5% | +1.8% | -28.3% | -24.0% |
| 6M | -41.4% | +11.5% | -52.9% | -28.7% |
| YTD | +30.7% | -6.7% | +37.4% | +28.5% |
| 1Y | -10.8% | -5.6% | -5.2% | -11.0% |
| All | -10.8% | -6.8% | -4.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling