+402.8%
NVT vs CG
+2.7%
+400.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -1.0% |
| 7D | +2.0% | -9.8% | +11.8% | +7.0% |
| 30D | -7.2% | -10.3% | +3.1% | -2.8% |
| 3M | -0.9% | -1.7% | +0.8% | -0.9% |
| 6M | +42.6% | -9.8% | +52.4% | +47.8% |
| YTD | +52.9% | -25.6% | +78.5% | +72.3% |
| 1Y | +64.5% | -32.5% | +97.0% | +93.0% |
| 3Y | +178.0% | +45.6% | +132.3% | +125.4% |
| 5Y | +402.8% | +3.7% | +399.1% | +348.1% |
| All | +402.8% | +2.7% | +400.1% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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