+730.1%
NVT vs CAG
-41.1%
+771.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +7.0% | -6.6% | +13.6% | +7.5% |
| 30D | -2.3% | +2.3% | -4.6% | -2.6% |
| 3M | -3.1% | +16.3% | -19.4% | -4.6% |
| 6M | +47.0% | -16.0% | +63.1% | +50.1% |
| YTD | +56.2% | -7.7% | +63.9% | +57.1% |
| 1Y | +74.5% | -16.0% | +90.6% | +77.6% |
| 3Y | +184.0% | -37.7% | +221.7% | +197.6% |
| 5Y | +410.8% | -41.2% | +452.0% | +439.1% |
| All | +730.1% | -41.1% | +771.2% | +719.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling