+68.4%
NVTS vs CSGP
-59.5%
+127.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.3% | +9.0% | +11.1% |
| 7D | +20.8% | -1.8% | +22.6% | +21.0% |
| 30D | -11.1% | +5.3% | -16.4% | -12.2% |
| 3M | -31.0% | +3.3% | -34.3% | -32.2% |
| 6M | -47.4% | -4.7% | -42.7% | -47.9% |
| YTD | +34.2% | -53.5% | +87.7% | +83.8% |
| 1Y | +22.2% | -53.7% | +75.9% | +67.1% |
| 3Y | +68.4% | -59.7% | +128.1% | +132.7% |
| All | +68.4% | -59.5% | +127.9% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling