+80.4%
CL vs NVT
+477.1%
-396.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +2.6% | -13.0% | +15.6% | +3.1% |
| 30D | +11.8% | -32.7% | +44.5% | +13.7% |
| 3M | +5.9% | -30.6% | +36.5% | +7.3% |
| 6M | +13.3% | -33.6% | +46.9% | +14.8% |
| YTD | +27.1% | +11.0% | +16.1% | +23.0% |
| 1Y | +28.0% | +0.8% | +27.2% | +24.8% |
| 3Y | +39.4% | +125.7% | -86.3% | +20.0% |
| 5Y | +40.8% | +231.1% | -190.4% | +11.7% |
| All | +80.4% | +477.1% | -396.8% | +23.2% |
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