+213.5%
CB vs NVT
+498.9%
-285.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.4% | -0.5% |
| 7D | -1.0% | +3.5% | -4.5% | -2.1% |
| 30D | +7.3% | -28.2% | +35.5% | +14.0% |
| 3M | +7.0% | -30.1% | +37.1% | +13.7% |
| 6M | +16.3% | -32.5% | +48.8% | +23.0% |
| YTD | +19.7% | +15.2% | +4.5% | +7.5% |
| 1Y | +27.8% | +7.2% | +20.6% | +16.7% |
| 3Y | +72.0% | +134.2% | -62.2% | +10.8% |
| 5Y | +104.9% | +238.3% | -133.5% | +9.0% |
| All | +213.5% | +498.9% | -285.4% | +24.9% |
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 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