+3.6%
NVT vs CF
+35.9%
-32.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.3% | -13.7% |
| 7D | -19.5% | -6.9% | -12.6% | -20.8% |
| 30D | -32.4% | -3.7% | -28.7% | -32.8% |
| 3M | -30.3% | -5.0% | -25.4% | -30.8% |
| 6M | -30.4% | -10.5% | -20.0% | -31.7% |
| YTD | +11.3% | +46.5% | -35.2% | +6.1% |
| 1Y | +3.6% | +34.8% | -31.2% | +1.3% |
| All | +3.6% | +35.9% | -32.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling