+151.1%
CVX vs NVT
+731.8%
-580.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | -1.0% |
| 7D | +2.6% | +4.1% | -1.5% | +1.1% |
| 30D | +9.8% | -5.1% | +15.0% | +11.4% |
| 3M | +16.2% | -1.2% | +17.4% | +14.5% |
| 6M | +13.6% | +46.6% | -33.0% | -6.5% |
| YTD | +44.4% | +60.0% | -15.6% | +13.4% |
| 1Y | +40.6% | +70.8% | -30.2% | +5.9% |
| 3Y | +48.2% | +187.5% | -139.4% | -20.7% |
| 5Y | +172.3% | +426.1% | -253.9% | -2.7% |
| All | +151.1% | +731.8% | -580.7% | -35.9% |
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