+37.4%
CMI vs NVT
+71.6%
-34.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -1.1% |
| 7D | -0.7% | +4.1% | -4.8% | -2.8% |
| 30D | -12.4% | -5.1% | -7.3% | -10.3% |
| 3M | -14.8% | -1.2% | -13.6% | -15.0% |
| 6M | +0.8% | +46.6% | -45.8% | -16.5% |
| YTD | +10.2% | +60.0% | -49.8% | -11.6% |
| 1Y | +37.4% | +70.8% | -33.4% | +6.8% |
| All | +37.4% | +71.6% | -34.2% | +6.8% |
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