+410.8%
NVT vs CFG
+99.7%
+311.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +7.0% | -0.6% | +7.6% | +7.3% |
| 30D | -2.3% | -4.5% | +2.2% | +0.1% |
| 3M | -3.1% | +6.3% | -9.4% | -6.4% |
| 6M | +47.0% | +20.6% | +26.4% | +32.7% |
| YTD | +56.2% | +21.2% | +35.0% | +40.4% |
| 1Y | +74.5% | +38.2% | +36.4% | +46.0% |
| 3Y | +184.0% | +185.9% | -1.9% | +65.8% |
| 5Y | +410.8% | +97.0% | +313.8% | +238.9% |
| All | +410.8% | +99.7% | +311.1% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling