+97.7%
NVTS vs CFG
+37.9%
+59.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.2% |
| 7D | +0.5% | -1.7% | +2.1% | +2.0% |
| 30D | -18.0% | -4.6% | -13.4% | -14.4% |
| 3M | -45.6% | +7.9% | -53.5% | -50.2% |
| 6M | +28.5% | +19.9% | +8.6% | +2.9% |
| YTD | +56.2% | +21.7% | +34.5% | +24.8% |
| 1Y | +97.7% | +38.4% | +59.3% | +33.2% |
| All | +97.7% | +37.9% | +59.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling