-5.0%
CI vs NVT
+66.6%
-71.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.8% |
| 7D | -1.3% | +2.0% | -3.3% | -1.1% |
| 30D | +3.1% | -7.2% | +10.3% | +2.6% |
| 3M | -4.5% | -0.9% | -3.6% | -4.1% |
| 6M | +8.3% | +42.6% | -34.3% | +8.3% |
| YTD | +3.8% | +52.9% | -49.1% | +4.8% |
| 1Y | -5.0% | +64.5% | -69.5% | -1.4% |
| All | -5.0% | +66.6% | -71.6% | -1.4% |
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