-25.2%
NVTS vs CFG
+66.1%
-91.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.9% | +8.3% | +9.0% |
| 7D | +20.8% | +0.3% | +20.5% | +21.2% |
| 30D | -11.1% | +3.2% | -14.4% | -12.8% |
| 3M | -31.0% | -9.7% | -21.3% | -25.2% |
| 6M | -47.4% | +3.6% | -51.0% | -49.1% |
| YTD | +34.2% | +14.7% | +19.5% | +21.4% |
| 1Y | +22.2% | +29.6% | -7.4% | +1.2% |
| 3Y | +68.4% | +190.6% | -122.2% | -18.8% |
| 5Y | -39.0% | +67.1% | -106.1% | -57.1% |
| All | -25.2% | +66.1% | -91.2% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling