+70.9%
NVT vs CRBG
+3.6%
+67.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | +5.1% | +5.7% | -0.6% | +3.7% |
| 30D | -3.7% | +2.6% | -6.3% | -4.5% |
| 3M | -10.1% | +31.6% | -41.7% | -17.3% |
| 6M | +37.5% | +32.8% | +4.6% | +25.4% |
| YTD | +53.7% | +16.5% | +37.3% | +45.6% |
| 1Y | +70.9% | +6.1% | +64.8% | +65.3% |
| All | +70.9% | +3.6% | +67.3% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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