+9.0%
NVT vs CF
+50.1%
-41.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +8.0% | +4.8% | +3.2% | +9.4% |
| 30D | -24.8% | +4.7% | -29.5% | -23.3% |
| 3M | -32.4% | +7.4% | -39.8% | -30.5% |
| 6M | -33.5% | +0.6% | -34.1% | -32.5% |
| YTD | +13.2% | +64.1% | -50.9% | +15.2% |
| 1Y | +9.0% | +51.4% | -42.4% | +11.8% |
| All | +9.0% | +50.1% | -41.1% | +11.8% |
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