-42.8%
NVTS vs CSGP
-63.2%
+20.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +7.9% | -7.1% | +15.0% | +10.9% |
| 30D | +0.8% | +3.6% | -2.8% | -3.1% |
| 3M | -26.0% | -2.7% | -23.2% | -28.0% |
| 6M | -55.5% | -8.0% | -47.5% | -57.2% |
| YTD | +41.0% | -55.0% | +96.0% | +105.5% |
| 1Y | +10.4% | -55.8% | +66.2% | +62.4% |
| 3Y | +60.9% | -62.0% | +122.9% | +154.7% |
| 5Y | -42.8% | -62.9% | +20.1% | -12.5% |
| All | -42.8% | -63.2% | +20.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling