+3.6%
NVT vs CNI
+37.5%
-34.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.1% | -14.8% | -13.0% |
| 7D | -19.5% | +3.7% | -23.2% | -20.0% |
| 30D | -32.4% | +8.1% | -40.5% | -33.5% |
| 3M | -30.3% | +1.9% | -32.2% | -30.5% |
| 6M | -30.4% | +19.2% | -49.6% | -35.1% |
| YTD | +11.3% | +32.7% | -21.4% | -0.3% |
| 1Y | +3.6% | +37.0% | -33.4% | -8.5% |
| All | +3.6% | +37.5% | -34.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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