+420.3%
NVT vs CLX
-38.5%
+458.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +4.6% |
| 7D | +4.1% | -5.7% | +9.8% | +4.0% |
| 30D | -5.1% | -17.0% | +11.9% | -5.4% |
| 3M | -1.2% | -9.7% | +8.5% | -1.2% |
| 6M | +46.6% | -19.8% | +66.4% | +47.9% |
| YTD | +60.0% | -9.8% | +69.8% | +60.0% |
| 1Y | +70.8% | -26.2% | +97.0% | +73.9% |
| 3Y | +187.5% | -36.2% | +223.7% | +197.0% |
| All | +420.3% | -38.5% | +458.9% | +402.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling