+3.6%
NVT vs CRS
-3.8%
+7.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.2% | -11.9% |
| 7D | -19.5% | +4.3% | -23.8% | -21.2% |
| 30D | -32.4% | -25.5% | -6.9% | -21.4% |
| 3M | -30.3% | -48.7% | +18.4% | -2.4% |
| 6M | -30.4% | -31.6% | +1.2% | -15.1% |
| YTD | +11.3% | -7.0% | +18.4% | +18.3% |
| 1Y | +3.6% | -4.5% | +8.1% | +8.6% |
| All | +3.6% | -3.8% | +7.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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