+170.6%
CVX vs NVT
+399.9%
-229.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.7% | +2.0% | -1.3% | +0.4% |
| 30D | +9.1% | -7.2% | +16.3% | +10.0% |
| 3M | +13.1% | -0.9% | +14.0% | +12.4% |
| 6M | +16.3% | +42.6% | -26.3% | +7.4% |
| YTD | +43.5% | +52.9% | -9.4% | +30.1% |
| 1Y | +40.2% | +64.5% | -24.3% | +24.4% |
| 3Y | +44.2% | +178.0% | -133.7% | +6.2% |
| 5Y | +170.6% | +402.8% | -232.2% | +55.5% |
| All | +170.6% | +399.9% | -229.3% | +55.5% |
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