-55.6%
NVTS vs CG
-23.0%
-32.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -7.3% |
| 7D | +3.9% | +0.2% | +3.8% | +3.9% |
| 30D | -4.3% | +11.2% | -15.5% | -13.0% |
| 3M | -34.5% | -22.1% | -12.4% | -18.3% |
| 6M | -57.7% | -17.9% | -39.8% | -50.6% |
| YTD | +25.4% | -31.3% | +56.6% | +71.5% |
| 1Y | +13.1% | -24.0% | +37.1% | +40.4% |
| 3Y | +48.9% | +45.0% | +3.9% | -4.3% |
| All | -55.6% | -23.0% | -32.6% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling