+37.5%
NVTS vs CSGP
-61.9%
+99.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.7% |
| 7D | +2.7% | -4.1% | +6.8% | +3.4% |
| 30D | -4.5% | +2.3% | -6.8% | -5.5% |
| 3M | -61.5% | -8.2% | -53.4% | -61.1% |
| 6M | +28.0% | -35.1% | +63.0% | +48.9% |
| YTD | +65.3% | -54.0% | +119.3% | +129.3% |
| 1Y | +113.0% | -65.3% | +178.3% | +260.5% |
| All | +37.5% | -61.9% | +99.4% | +101.5% |
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