+113.0%
NVTS vs CAG
-13.1%
+126.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +5.5% |
| 7D | +2.7% | -3.8% | +6.5% | -0.9% |
| 30D | -4.5% | +3.1% | -7.6% | -1.6% |
| 3M | -61.5% | +23.5% | -85.0% | -50.4% |
| 6M | +28.0% | -14.8% | +42.8% | +14.0% |
| YTD | +65.3% | -5.4% | +70.7% | +66.1% |
| 1Y | +113.0% | -11.8% | +124.8% | +111.6% |
| All | +113.0% | -13.1% | +126.1% | +111.6% |
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