-9.4%
NVTS vs CAG
-41.3%
+31.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.8% |
| 7D | +3.5% | -6.6% | +10.1% | +0.4% |
| 30D | -11.9% | +2.3% | -14.2% | -10.9% |
| 3M | -49.2% | +16.3% | -65.5% | -44.9% |
| 6M | +38.4% | -16.0% | +54.5% | +35.1% |
| YTD | +62.5% | -7.7% | +70.2% | +64.2% |
| 1Y | +101.4% | -16.0% | +117.4% | +100.7% |
| 3Y | +40.4% | -37.7% | +78.1% | +31.4% |
| All | -9.4% | -41.3% | +31.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling