+216.7%
CTVA vs NVT
+673.2%
-456.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -2.2% |
| 7D | -4.5% | +4.1% | -8.6% | -5.9% |
| 30D | +11.3% | -5.1% | +16.4% | +12.6% |
| 3M | +12.3% | -1.2% | +13.5% | +10.4% |
| 6M | +7.2% | +46.6% | -39.4% | -10.2% |
| YTD | +26.0% | +60.0% | -34.0% | +1.6% |
| 1Y | +16.0% | +70.8% | -54.8% | -10.0% |
| 3Y | +73.9% | +187.5% | -113.6% | -0.2% |
| 5Y | +103.8% | +426.1% | -322.4% | -17.3% |
| All | +216.7% | +673.2% | -456.5% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling