+50.8%
CDE vs NVT
+73.8%
-23.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -3.3% |
| 7D | +0.5% | +5.1% | -4.6% | -2.2% |
| 30D | +21.9% | -3.7% | +25.6% | +23.6% |
| 3M | +14.9% | -10.1% | +25.1% | +20.9% |
| 6M | -10.5% | +37.5% | -48.0% | -28.8% |
| YTD | +19.3% | +53.7% | -34.5% | -10.6% |
| 1Y | +50.8% | +70.9% | -20.1% | +0.1% |
| All | +50.8% | +73.8% | -23.0% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling