+43.0%
NVTS vs CFG
+189.1%
-146.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.7% | +1.5% | +1.2% | +1.4% |
| 30D | -4.5% | -3.8% | -0.6% | -1.2% |
| 3M | -61.5% | +11.5% | -73.0% | -65.3% |
| 6M | +28.0% | +19.2% | +8.8% | +9.1% |
| YTD | +65.3% | +23.7% | +41.6% | +37.4% |
| 1Y | +113.0% | +38.8% | +74.1% | +60.5% |
| All | +43.0% | +189.1% | -146.1% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling