+3.6%
NVT vs CLBK
+65.7%
-62.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.6% | -12.8% |
| 7D | -19.5% | +4.6% | -24.1% | -19.7% |
| 30D | -32.4% | -1.5% | -30.9% | -32.0% |
| 3M | -30.3% | +4.4% | -34.7% | -30.3% |
| 6M | -30.4% | +31.7% | -62.1% | -33.0% |
| YTD | +11.3% | +58.7% | -47.4% | +3.1% |
| 1Y | +3.6% | +64.9% | -61.3% | -5.8% |
| All | +3.6% | +65.7% | -62.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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