+43.0%
NVTS vs CG
+48.1%
-5.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | 0.0% |
| 7D | +3.5% | -6.4% | +9.9% | +9.2% |
| 30D | -11.9% | -7.1% | -4.9% | -7.5% |
| 3M | -49.2% | -1.6% | -47.7% | -49.3% |
| 6M | +38.4% | -8.3% | +46.8% | +43.1% |
| YTD | +62.5% | -23.8% | +86.3% | +101.2% |
| 1Y | +101.4% | -28.7% | +130.1% | +163.9% |
| All | +43.0% | +48.1% | -5.1% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling