+165.0%
CMI vs NVT
+419.5%
-254.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -0.9% |
| 7D | -0.7% | +4.1% | -4.8% | -2.6% |
| 30D | -12.4% | -5.1% | -7.3% | -10.5% |
| 3M | -14.8% | -1.2% | -13.6% | -14.9% |
| 6M | +0.8% | +46.6% | -45.8% | -15.8% |
| YTD | +10.2% | +60.0% | -49.8% | -11.4% |
| 1Y | +37.4% | +70.8% | -33.4% | +6.7% |
| 3Y | +153.3% | +187.5% | -34.3% | +44.0% |
| All | +165.0% | +419.5% | -254.5% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling