+717.0%
NVT vs CPB
-29.5%
+746.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.4% |
| 7D | +5.1% | -8.6% | +13.7% | +4.5% |
| 30D | -3.7% | -7.2% | +3.5% | -4.1% |
| 3M | -10.1% | +0.9% | -11.0% | -10.0% |
| 6M | +37.5% | -11.8% | +49.3% | +37.5% |
| YTD | +53.7% | -19.4% | +73.1% | +53.7% |
| 1Y | +70.9% | -30.4% | +101.2% | +71.1% |
| 3Y | +180.4% | -40.2% | +220.6% | +178.3% |
| 5Y | +393.5% | -39.5% | +433.0% | +389.4% |
| All | +717.0% | -29.5% | +746.5% | +734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling