+227.1%
NVT vs CPB
-33.2%
+260.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | +0.1% |
| 7D | +8.0% | -1.6% | +9.5% | +7.6% |
| 30D | -24.8% | +19.2% | -44.0% | -21.0% |
| 3M | -32.4% | -0.9% | -31.5% | -31.2% |
| 6M | -33.5% | +15.2% | -48.7% | -30.5% |
| YTD | +13.2% | -13.1% | +26.3% | +15.6% |
| 1Y | +9.0% | -22.4% | +31.4% | +10.6% |
| 3Y | +129.4% | -35.3% | +164.7% | +125.3% |
| All | +227.1% | -33.2% | +260.3% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling