+97.4%
CB vs NVT
+425.5%
-328.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.7% |
| 7D | -0.6% | +10.4% | -11.0% | -1.3% |
| 30D | -3.9% | -1.3% | -2.6% | -3.9% |
| 3M | +4.9% | -0.6% | +5.5% | +4.5% |
| 6M | +3.3% | +53.8% | -50.5% | -2.8% |
| YTD | +8.5% | +60.2% | -51.7% | +1.3% |
| 1Y | +22.1% | +76.8% | -54.7% | +11.7% |
| 3Y | +70.1% | +191.2% | -121.1% | +31.9% |
| 5Y | +97.4% | +430.9% | -333.5% | +16.9% |
| All | +97.4% | +425.5% | -328.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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