+113.0%
NVTS vs CG
-24.3%
+137.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +7.3% |
| 7D | +2.7% | -4.3% | +7.0% | +5.6% |
| 30D | -4.5% | -5.1% | +0.6% | -2.0% |
| 3M | -61.5% | +8.7% | -70.2% | -64.1% |
| 6M | +28.0% | -9.2% | +37.2% | +36.5% |
| YTD | +65.3% | -18.9% | +84.1% | +101.0% |
| 1Y | +113.0% | -25.6% | +138.6% | +176.1% |
| All | +113.0% | -24.3% | +137.3% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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