+501.5%
NVT vs CFG
+117.2%
+384.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.1% |
| 7D | +8.0% | +3.2% | +4.8% | +6.1% |
| 30D | -24.8% | +5.1% | -29.9% | -26.9% |
| 3M | -32.4% | -11.2% | -21.2% | -27.7% |
| 6M | -33.5% | +9.6% | -43.0% | -37.5% |
| YTD | +13.2% | +15.0% | -1.8% | +3.2% |
| 1Y | +9.0% | +29.9% | -20.9% | -7.7% |
| 3Y | +129.4% | +192.1% | -62.7% | +18.1% |
| 5Y | +230.1% | +62.3% | +167.8% | +129.7% |
| All | +501.5% | +117.2% | +384.3% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling