+402.8%
NVT vs CRL
-38.6%
+441.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.6% |
| 7D | +2.0% | -6.9% | +9.0% | +3.9% |
| 30D | -7.2% | -3.2% | -4.0% | -6.4% |
| 3M | -0.9% | +46.5% | -47.4% | -11.4% |
| 6M | +42.6% | +63.1% | -20.5% | +22.7% |
| YTD | +52.9% | +36.9% | +16.0% | +37.5% |
| 1Y | +64.5% | +78.1% | -13.7% | +36.1% |
| 3Y | +178.0% | +36.7% | +141.3% | +137.8% |
| 5Y | +402.8% | -38.1% | +440.9% | +391.7% |
| All | +402.8% | -38.6% | +441.4% | +391.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling