+730.1%
NVT vs CLBK
+64.4%
+665.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.8% |
| 7D | +7.0% | -1.5% | +8.5% | +7.8% |
| 30D | -2.3% | +6.7% | -9.0% | -5.5% |
| 3M | -3.1% | +21.2% | -24.2% | -12.8% |
| 6M | +47.0% | +42.0% | +5.1% | +21.5% |
| YTD | +56.2% | +63.3% | -7.1% | +19.0% |
| 1Y | +74.5% | +65.4% | +9.2% | +30.7% |
| 3Y | +184.0% | +52.5% | +131.6% | +113.2% |
| 5Y | +410.8% | +42.0% | +368.8% | +253.5% |
| All | +730.1% | +64.4% | +665.7% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling