-7.8%
NVTS vs CSGP
-68.2%
+60.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.3% |
| 7D | +2.7% | -4.1% | +6.8% | +4.4% |
| 30D | -4.5% | +2.3% | -6.8% | -6.7% |
| 3M | -61.5% | -8.2% | -53.4% | -61.4% |
| 6M | +28.0% | -35.1% | +63.0% | +54.5% |
| YTD | +65.3% | -54.0% | +119.3% | +142.8% |
| 1Y | +113.0% | -65.3% | +178.3% | +281.4% |
| 3Y | +34.7% | -62.6% | +97.3% | +120.9% |
| All | -7.8% | -68.2% | +60.3% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling