+325.6%
CMI vs NVT
+712.1%
-386.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.1% |
| 7D | +0.7% | +7.0% | -6.3% | -2.4% |
| 30D | -12.3% | -2.3% | -10.0% | -11.6% |
| 3M | -16.8% | -3.1% | -13.7% | -16.1% |
| 6M | +1.5% | +47.0% | -45.5% | -15.4% |
| YTD | +9.8% | +56.2% | -46.4% | -11.1% |
| 1Y | +42.6% | +74.5% | -32.0% | +9.2% |
| 3Y | +151.0% | +184.0% | -33.0% | +45.5% |
| 5Y | +167.0% | +410.8% | -243.7% | +15.3% |
| All | +325.6% | +712.1% | -386.5% | +48.1% |
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