+174.8%
NVT vs CRL
+36.0%
+138.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +2.0% | -6.9% | +9.0% | +3.8% |
| 30D | -7.2% | -3.2% | -4.0% | -6.5% |
| 3M | -0.9% | +46.5% | -47.4% | -10.7% |
| 6M | +42.6% | +63.1% | -20.5% | +23.7% |
| YTD | +52.9% | +36.9% | +16.0% | +38.6% |
| 1Y | +64.5% | +78.1% | -13.7% | +37.3% |
| All | +174.8% | +36.0% | +138.8% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling