+86.6%
CVS vs NVT
+712.1%
-625.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -1.9% | +7.0% | -8.9% | -3.3% |
| 30D | -0.3% | -2.3% | +2.0% | -0.1% |
| 3M | -1.1% | -3.1% | +2.0% | -1.4% |
| 6M | +23.7% | +47.0% | -23.3% | +11.4% |
| YTD | +23.0% | +56.2% | -33.2% | +8.7% |
| 1Y | +37.2% | +74.5% | -37.4% | +17.4% |
| 3Y | +62.4% | +184.0% | -121.6% | +16.6% |
| 5Y | +31.8% | +410.8% | -378.9% | -22.8% |
| All | +86.6% | +712.1% | -625.5% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling