-50.1%
CCI vs NVT
+399.9%
-450.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | -4.4% | +2.0% | -6.4% | -4.5% |
| 30D | +0.3% | -7.2% | +7.5% | +0.6% |
| 3M | -20.0% | -0.9% | -19.1% | -20.2% |
| 6M | -14.5% | +42.6% | -57.1% | -17.7% |
| YTD | -14.9% | +52.9% | -67.7% | -18.7% |
| 1Y | -17.7% | +64.5% | -82.1% | -22.1% |
| 3Y | -12.4% | +178.0% | -190.3% | -27.9% |
| 5Y | -50.1% | +402.8% | -452.9% | -67.2% |
| All | -50.1% | +399.9% | -450.0% | -67.2% |
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