+105.1%
CTVA vs NVT
+419.5%
-314.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.5% |
| 7D | -4.5% | +4.1% | -8.6% | -5.3% |
| 30D | +11.3% | -5.1% | +16.4% | +12.1% |
| 3M | +12.3% | -1.2% | +13.5% | +11.5% |
| 6M | +7.2% | +46.6% | -39.4% | -3.9% |
| YTD | +26.0% | +60.0% | -34.0% | +10.3% |
| 1Y | +16.0% | +70.8% | -54.8% | -1.0% |
| 3Y | +73.9% | +187.5% | -113.6% | +18.7% |
| All | +105.1% | +419.5% | -314.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling