+18.0%
CI vs NVT
+3.0%
+15.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.7% | +16.1% | +1.7% |
| 7D | +3.5% | -19.5% | +23.0% | +0.9% |
| 30D | +12.6% | -32.4% | +45.0% | +8.1% |
| 3M | +12.1% | -30.3% | +42.4% | +8.1% |
| 6M | +10.6% | -30.4% | +41.0% | +7.2% |
| YTD | +12.8% | +11.3% | +1.5% | +8.9% |
| 1Y | +18.0% | +3.6% | +14.4% | +13.0% |
| All | +18.0% | +3.0% | +15.0% | +13.0% |
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 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