+47.1%
CSX vs NVT
+3.0%
+44.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -12.7% | +15.3% | +2.9% |
| 7D | +0.1% | -19.5% | +19.6% | +0.8% |
| 30D | +9.7% | -32.4% | +42.1% | +11.7% |
| 3M | +2.3% | -30.3% | +32.6% | +3.7% |
| 6M | +17.1% | -30.4% | +47.5% | +18.1% |
| YTD | +44.9% | +11.3% | +33.6% | +35.2% |
| 1Y | +47.1% | +3.6% | +43.5% | +38.6% |
| All | +47.1% | +3.0% | +44.1% | +38.6% |
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 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