+108.4%
CSCO vs NVT
+184.0%
-75.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | 0.0% | +7.0% | -7.0% | -1.6% |
| 30D | -10.7% | -2.3% | -8.4% | -10.4% |
| 3M | -8.7% | -3.1% | -5.7% | -8.6% |
| 6M | +44.9% | +47.0% | -2.1% | +32.1% |
| YTD | +44.1% | +56.2% | -12.1% | +29.4% |
| 1Y | +65.9% | +74.5% | -8.7% | +44.6% |
| All | +108.4% | +184.0% | -75.6% | +54.6% |
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