+751.2%
NVT vs CG
+201.7%
+549.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +5.3% |
| 7D | +10.4% | -1.3% | +11.6% | +11.0% |
| 30D | -1.3% | -3.2% | +1.9% | -0.1% |
| 3M | -0.6% | +6.2% | -6.8% | -4.6% |
| 6M | +53.8% | -4.7% | +58.4% | +55.4% |
| YTD | +60.2% | -20.6% | +80.8% | +77.0% |
| 1Y | +76.8% | -26.4% | +103.1% | +101.6% |
| 3Y | +191.2% | +55.4% | +135.9% | +114.6% |
| 5Y | +430.9% | +9.8% | +421.1% | +343.2% |
| All | +751.2% | +201.7% | +549.5% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling