+68.4%
NVTS vs CFG
+182.2%
-113.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.9% | +8.3% | +8.7% |
| 7D | +20.8% | +0.3% | +20.5% | +21.3% |
| 30D | -11.1% | +3.2% | -14.4% | -13.0% |
| 3M | -31.0% | -9.7% | -21.3% | -24.4% |
| 6M | -47.4% | +3.6% | -51.0% | -49.5% |
| YTD | +34.2% | +14.7% | +19.5% | +18.9% |
| 1Y | +22.2% | +29.6% | -7.4% | -2.3% |
| 3Y | +68.4% | +190.6% | -122.2% | -25.2% |
| All | +68.4% | +182.2% | -113.8% | -25.2% |
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 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