-25.2%
NVTS vs CSGP
-67.8%
+42.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +10.4% |
| 7D | +20.8% | -1.8% | +22.6% | +21.6% |
| 30D | -11.1% | +5.3% | -16.4% | -14.8% |
| 3M | -31.0% | +3.3% | -34.3% | -34.6% |
| 6M | -47.4% | -4.7% | -42.7% | -50.0% |
| YTD | +34.2% | -53.5% | +87.7% | +91.4% |
| 1Y | +22.2% | -53.7% | +75.9% | +73.8% |
| 3Y | +68.4% | -59.7% | +128.1% | +156.1% |
| 5Y | -39.0% | -62.5% | +23.5% | -13.8% |
| All | -25.2% | -67.8% | +42.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling