+3.6%
NVT vs CLX
-6.5%
+10.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +5.7% | -18.4% | -10.3% |
| 7D | -19.5% | +14.2% | -33.7% | -14.9% |
| 30D | -32.4% | +22.7% | -55.1% | -26.4% |
| 3M | -30.3% | -2.8% | -27.6% | -29.9% |
| 6M | -30.4% | +17.7% | -48.1% | -25.2% |
| YTD | +11.3% | +3.3% | +8.0% | +24.9% |
| 1Y | +3.6% | -5.6% | +9.2% | +16.7% |
| All | +3.6% | -6.5% | +10.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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