+187.5%
NVT vs CAG
-39.7%
+227.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.4% |
| 7D | +4.1% | -5.7% | +9.8% | +2.2% |
| 30D | -5.1% | -2.4% | -2.7% | -5.7% |
| 3M | -1.2% | +9.8% | -11.0% | +2.3% |
| 6M | +46.6% | -10.8% | +57.4% | +46.4% |
| YTD | +60.0% | -10.8% | +70.8% | +60.2% |
| 1Y | +70.8% | -19.0% | +89.7% | +68.6% |
| 3Y | +187.5% | -39.7% | +227.2% | +173.5% |
| All | +187.5% | -39.7% | +227.2% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling