-6.3%
NVTS vs CFG
+77.2%
-83.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.5% |
| 7D | +9.7% | +2.7% | +7.0% | +7.5% |
| 30D | -13.6% | -3.7% | -9.9% | -11.1% |
| 3M | -51.0% | +9.5% | -60.5% | -54.6% |
| 6M | +46.3% | +22.2% | +24.1% | +24.8% |
| YTD | +68.1% | +22.3% | +45.7% | +44.3% |
| 1Y | +113.9% | +39.4% | +74.5% | +66.8% |
| 3Y | +45.3% | +188.5% | -143.2% | -30.7% |
| All | -6.3% | +77.2% | -83.4% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling