+180.7%
NVT vs CPB
-40.6%
+221.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.3% |
| 7D | +7.0% | -8.0% | +15.0% | +4.3% |
| 30D | -2.3% | -2.4% | +0.1% | -2.8% |
| 3M | -3.1% | +0.5% | -3.6% | -1.8% |
| 6M | +47.0% | -10.5% | +57.5% | +45.8% |
| YTD | +56.2% | -17.5% | +73.7% | +52.8% |
| 1Y | +74.5% | -31.0% | +105.6% | +65.7% |
| All | +180.7% | -40.6% | +221.4% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling