-57.7%
NVTS vs CG
-19.4%
-38.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | +3.9% | +0.2% | +3.8% | +4.0% |
| 30D | -4.3% | +11.2% | -15.5% | -6.2% |
| 3M | -34.5% | -22.1% | -12.4% | -29.4% |
| 6M | -57.7% | -17.9% | -39.8% | -58.4% |
| All | -57.7% | -19.4% | -38.4% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling