+70.8%
NVT vs CPB
-33.6%
+104.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.8% |
| 7D | +4.1% | -1.8% | +5.8% | +3.2% |
| 30D | -5.1% | -7.1% | +1.9% | -8.1% |
| 3M | -1.2% | -6.0% | +4.9% | -2.1% |
| 6M | +46.6% | -5.3% | +51.8% | +46.9% |
| YTD | +60.0% | -20.8% | +80.8% | +51.3% |
| 1Y | +70.8% | -33.8% | +104.6% | +58.7% |
| All | +70.8% | -33.6% | +104.4% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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