+113.8%
CRM vs NVT
+731.8%
-618.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.7% |
| 7D | -4.4% | +4.1% | -8.5% | -5.6% |
| 30D | +28.1% | -5.1% | +33.3% | +29.4% |
| 3M | +48.8% | -1.2% | +50.0% | +46.2% |
| 6M | +28.3% | +46.6% | -18.3% | +9.1% |
| YTD | -6.0% | +60.0% | -66.0% | -23.2% |
| 1Y | +1.4% | +70.8% | -69.4% | -19.6% |
| 3Y | +11.8% | +187.5% | -175.7% | -31.0% |
| 5Y | -2.0% | +426.1% | -428.2% | -52.7% |
| All | +113.8% | +731.8% | -618.0% | -16.7% |
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 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