-30.1%
NVTS vs CG
-12.3%
-17.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.5% |
| 6M | -57.7% | -17.9% | -39.8% | -50.6% |
| YTD | +25.4% | -31.3% | +56.6% | +71.2% |
| 1Y | +13.1% | -24.0% | +37.1% | +40.3% |
| 3Y | +48.9% | +45.0% | +3.9% | -3.4% |
| 5Y | -51.8% | -22.6% | -29.1% | -53.1% |
| All | -30.1% | -12.3% | -17.7% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling