-9.4%
NVTS vs CG
-2.8%
-6.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | +0.2% |
| 7D | +3.5% | -6.4% | +9.9% | +9.5% |
| 30D | -11.9% | -7.1% | -4.9% | -7.1% |
| 3M | -49.2% | -1.6% | -47.7% | -49.3% |
| 6M | +38.4% | -8.3% | +46.8% | +43.4% |
| YTD | +62.5% | -23.8% | +86.3% | +101.7% |
| 1Y | +101.4% | -28.7% | +130.1% | +165.0% |
| 3Y | +40.4% | +49.2% | -8.7% | -11.1% |
| All | -9.4% | -2.8% | -6.6% | -17.2% |
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