+62.3%
CL vs NVT
+699.2%
-636.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.6% |
| 7D | -2.2% | +5.1% | -7.3% | -2.5% |
| 30D | -4.8% | -3.7% | -1.1% | -4.7% |
| 3M | +4.9% | -10.1% | +15.1% | +5.3% |
| 6M | -5.7% | +37.5% | -43.2% | -8.8% |
| YTD | +14.4% | +53.7% | -39.4% | +9.4% |
| 1Y | +8.7% | +70.9% | -62.1% | +2.6% |
| 3Y | +30.0% | +180.4% | -150.4% | +12.4% |
| 5Y | +28.4% | +393.5% | -365.1% | -0.7% |
| All | +62.3% | +699.2% | -636.9% | +9.6% |
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