+91.3%
NVTS vs CAG
-18.8%
+110.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +3.7% |
| 7D | -1.4% | -5.7% | +4.2% | -6.8% |
| 30D | -16.5% | -2.4% | -14.1% | -18.1% |
| 3M | -47.6% | +9.8% | -57.4% | -40.3% |
| 6M | +7.3% | -10.8% | +18.1% | +0.2% |
| YTD | +62.9% | -10.8% | +73.7% | +54.5% |
| 1Y | +91.3% | -19.0% | +110.2% | +77.4% |
| All | +91.3% | -18.8% | +110.1% | +77.4% |
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