+420.3%
NVT vs CAG
-43.1%
+463.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.6% |
| 7D | +4.1% | -5.7% | +9.8% | +3.3% |
| 30D | -5.1% | -2.4% | -2.7% | -5.4% |
| 3M | -1.2% | +9.8% | -11.0% | 0.0% |
| 6M | +46.6% | -10.8% | +57.4% | +47.8% |
| YTD | +60.0% | -10.8% | +70.8% | +61.1% |
| 1Y | +70.8% | -19.0% | +89.7% | +72.4% |
| 3Y | +187.5% | -39.7% | +227.2% | +188.7% |
| All | +420.3% | -43.1% | +463.4% | +426.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling