+9.5%
CME vs NVT
+66.6%
-57.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.5% |
| 7D | -2.4% | +2.0% | -4.4% | -2.1% |
| 30D | +6.2% | -7.2% | +13.4% | +5.2% |
| 3M | +4.4% | -0.9% | +5.3% | +4.9% |
| 6M | -9.6% | +42.6% | -52.2% | -6.1% |
| YTD | +3.8% | +52.9% | -49.1% | +8.6% |
| 1Y | +9.5% | +64.5% | -54.9% | +16.2% |
| All | +9.5% | +66.6% | -57.1% | +16.2% |
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 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