+189.1%
CAH vs NVD
-99.1%
+288.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -1.6% |
| 7D | -5.1% | +9.0% | -14.1% | -5.0% |
| 30D | -1.8% | -5.5% | +3.7% | -1.8% |
| 3M | +9.4% | -24.6% | +34.0% | +9.2% |
| 6M | +9.2% | -42.1% | +51.3% | +8.9% |
| YTD | +15.7% | -44.3% | +60.0% | +15.3% |
| 1Y | +59.7% | -54.2% | +113.9% | +58.9% |
| 3Y | +178.5% | -99.1% | +277.6% | +167.5% |
| All | +189.1% | -99.1% | +288.2% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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