+2.4%
CCI vs NVT
+732.7%
-730.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.3% |
| 7D | +0.2% | +10.4% | -10.2% | -1.0% |
| 30D | +0.5% | -1.3% | +1.8% | +0.5% |
| 3M | -16.3% | -0.6% | -15.6% | -16.8% |
| 6M | -13.9% | +53.8% | -67.7% | -20.5% |
| YTD | -12.4% | +60.2% | -72.6% | -19.8% |
| 1Y | -15.2% | +76.8% | -92.0% | -23.9% |
| 3Y | -9.9% | +191.2% | -201.1% | -29.7% |
| 5Y | -50.8% | +430.9% | -481.8% | -67.4% |
| All | +2.4% | +732.7% | -730.4% | -43.0% |
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