+394.0%
CAH vs NVT
+419.5%
-25.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.3% | -1.0% |
| 7D | -5.1% | +4.1% | -9.2% | -5.5% |
| 30D | +0.2% | -5.1% | +5.3% | +0.6% |
| 3M | +6.3% | -1.2% | +7.5% | +6.0% |
| 6M | +9.4% | +46.6% | -37.2% | +3.7% |
| YTD | +15.0% | +60.0% | -45.0% | +7.7% |
| 1Y | +55.4% | +70.8% | -15.3% | +43.8% |
| 3Y | +173.8% | +187.5% | -13.7% | +121.0% |
| All | +394.0% | +419.5% | -25.6% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling