-55.6%
NVTS vs CAG
-41.0%
-14.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -5.8% |
| 7D | +3.9% | -3.3% | +7.3% | +2.3% |
| 30D | -4.3% | +7.7% | -12.0% | +0.1% |
| 3M | -34.5% | -3.2% | -31.3% | -34.3% |
| 6M | -57.7% | +7.0% | -64.7% | -54.4% |
| YTD | +25.4% | -9.0% | +34.3% | +27.9% |
| 1Y | +13.1% | -9.6% | +22.8% | +15.4% |
| 3Y | +48.9% | -36.0% | +84.9% | +41.5% |
| All | -55.6% | -41.0% | -14.6% | -59.9% |
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