+717.0%
NVT vs CP
+178.1%
+538.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +5.1% | -2.7% | +7.8% | +6.9% |
| 30D | -3.7% | +0.2% | -3.9% | -4.0% |
| 3M | -10.1% | +2.6% | -12.7% | -12.4% |
| 6M | +37.5% | +6.0% | +31.5% | +30.7% |
| YTD | +53.7% | +24.9% | +28.8% | +30.2% |
| 1Y | +70.9% | +20.1% | +50.8% | +48.1% |
| 3Y | +180.4% | +16.4% | +164.0% | +143.4% |
| 5Y | +393.5% | +31.7% | +361.7% | +276.7% |
| All | +717.0% | +178.1% | +538.9% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling