-12.9%
NVTS vs CAG
-42.9%
+30.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -5.1% |
| 7D | +0.5% | -5.9% | +6.3% | -2.2% |
| 30D | -18.0% | -1.5% | -16.5% | -18.4% |
| 3M | -45.6% | +11.5% | -57.1% | -42.1% |
| 6M | +28.5% | -15.7% | +44.1% | +25.1% |
| YTD | +56.2% | -10.2% | +66.4% | +55.9% |
| 1Y | +97.7% | -18.1% | +115.8% | +94.7% |
| 3Y | +35.0% | -39.4% | +74.4% | +24.8% |
| All | -12.9% | -42.9% | +30.0% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling