+375.0%
CAH vs NVT
+731.8%
-356.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.3% | -1.6% |
| 7D | -5.1% | +4.1% | -9.2% | -6.0% |
| 30D | +0.2% | -5.1% | +5.3% | +1.1% |
| 3M | +6.3% | -1.2% | +7.5% | +5.5% |
| 6M | +9.4% | +46.6% | -37.2% | -2.4% |
| YTD | +15.0% | +60.0% | -45.0% | -0.1% |
| 1Y | +55.4% | +70.8% | -15.3% | +31.8% |
| 3Y | +173.8% | +187.5% | -13.7% | +87.3% |
| 5Y | +395.2% | +426.1% | -30.9% | +163.9% |
| All | +375.0% | +731.8% | -356.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling