-38.6%
NVTS vs CSGP
-67.0%
+28.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.6% | -14.1% | -15.2% |
| 7D | -14.6% | +13.9% | -28.5% | -18.9% |
| 30D | -34.3% | +16.0% | -50.3% | -39.6% |
| 3M | -36.4% | +6.1% | -42.4% | -40.1% |
| 6M | -55.2% | -8.2% | -47.0% | -56.5% |
| YTD | +10.1% | -52.3% | +62.4% | +55.8% |
| 1Y | -20.3% | -54.5% | +34.2% | +16.5% |
| 3Y | +27.4% | -58.6% | +86.0% | +91.8% |
| 5Y | -47.6% | -61.5% | +13.9% | -26.5% |
| All | -38.6% | -67.0% | +28.4% | -10.8% |
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