+188.3%
CB vs NVT
+699.2%
-510.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.5% |
| 7D | +0.5% | +5.1% | -4.6% | -0.7% |
| 30D | -3.1% | -3.7% | +0.6% | -2.5% |
| 3M | +9.0% | -10.1% | +19.1% | +10.2% |
| 6M | +2.9% | +37.5% | -34.6% | -8.4% |
| YTD | +10.1% | +53.7% | -43.6% | -5.6% |
| 1Y | +22.8% | +70.9% | -48.1% | +0.8% |
| 3Y | +73.8% | +180.4% | -106.6% | +11.4% |
| 5Y | +99.2% | +393.5% | -294.3% | -3.1% |
| All | +188.3% | +699.2% | -510.9% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling