+730.1%
NVT vs CLX
+1.4%
+728.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.5% |
| 7D | +7.0% | -4.9% | +11.9% | +6.9% |
| 30D | -2.3% | -15.8% | +13.5% | -2.5% |
| 3M | -3.1% | -7.9% | +4.9% | -3.1% |
| 6M | +47.0% | -19.0% | +66.1% | +47.8% |
| YTD | +56.2% | -7.9% | +64.1% | +56.3% |
| 1Y | +74.5% | -25.4% | +99.9% | +76.4% |
| 3Y | +184.0% | -35.0% | +219.0% | +188.8% |
| 5Y | +410.8% | -36.8% | +447.5% | +413.9% |
| All | +730.1% | +1.4% | +728.7% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling