+70.8%
NVT vs CRL
+80.5%
-9.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.4% |
| 7D | +4.1% | -3.5% | +7.6% | +4.6% |
| 30D | -5.1% | -2.1% | -3.0% | -4.9% |
| 3M | -1.2% | +48.0% | -49.1% | -7.4% |
| 6M | +46.6% | +64.7% | -18.2% | +33.1% |
| YTD | +60.0% | +39.5% | +20.5% | +49.4% |
| 1Y | +70.8% | +74.2% | -3.4% | +51.0% |
| All | +70.8% | +80.5% | -9.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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