+52.2%
CSX vs NVT
+5.4%
+46.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.0% |
| 7D | +3.1% | +17.4% | -14.3% | +2.7% |
| 30D | +9.7% | -28.4% | +38.1% | +11.2% |
| 3M | +4.9% | -32.4% | +37.3% | +6.8% |
| 6M | +18.4% | -32.2% | +50.5% | +20.2% |
| YTD | +45.9% | +14.0% | +31.9% | +36.3% |
| All | +52.2% | +5.4% | +46.8% | +43.0% |
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