+717.0%
NVT vs CRL
+170.1%
+546.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.2% | +3.2% |
| 7D | +5.1% | -1.0% | +6.1% | +5.4% |
| 30D | -3.7% | +10.7% | -14.4% | -7.4% |
| 3M | -10.1% | +55.3% | -65.4% | -24.8% |
| 6M | +37.5% | +60.7% | -23.2% | +11.8% |
| YTD | +53.7% | +44.6% | +9.1% | +29.5% |
| 1Y | +70.9% | +77.7% | -6.9% | +30.9% |
| 3Y | +180.4% | +37.6% | +142.8% | +123.1% |
| 5Y | +393.5% | -35.8% | +429.3% | +457.6% |
| All | +717.0% | +170.1% | +546.9% | +221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling