-9.4%
NVTS vs CFG
+75.6%
-85.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.7% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | -11.9% | -4.5% | -7.4% | -8.7% |
| 3M | -49.2% | +6.3% | -55.6% | -51.8% |
| 6M | +38.4% | +20.6% | +17.8% | +19.3% |
| YTD | +62.5% | +21.2% | +41.2% | +40.4% |
| 1Y | +101.4% | +38.2% | +63.2% | +58.1% |
| 3Y | +40.4% | +185.9% | -145.5% | -32.5% |
| All | -9.4% | +75.6% | -85.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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