+180.7%
NVT vs CP
+19.7%
+161.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | -2.3% | -0.5% | -1.8% | -2.2% |
| 3M | -3.1% | +0.1% | -3.2% | -3.7% |
| 6M | +47.0% | +7.8% | +39.2% | +39.4% |
| YTD | +56.2% | +22.9% | +33.4% | +37.2% |
| 1Y | +74.5% | +21.3% | +53.2% | +54.0% |
| All | +180.7% | +19.7% | +161.1% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling