+65.2%
CME vs NVT
+133.0%
-67.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.2% |
| 7D | +2.7% | +17.4% | -14.7% | +4.4% |
| 30D | +13.5% | -28.4% | +41.8% | +10.4% |
| 3M | +20.9% | -32.4% | +53.3% | +17.3% |
| 6M | +11.5% | -32.2% | +43.7% | +8.7% |
| YTD | +19.5% | +14.0% | +5.5% | +20.6% |
| 1Y | +17.2% | +4.3% | +12.9% | +17.9% |
| All | +65.2% | +133.0% | -67.8% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling