+386.0%
CAH vs NVT
+712.1%
-326.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -2.2% | +7.0% | -9.2% | -3.8% |
| 30D | +1.2% | -2.3% | +3.5% | +1.5% |
| 3M | +13.1% | -3.1% | +16.2% | +12.7% |
| 6M | +8.5% | +47.0% | -38.6% | -3.4% |
| YTD | +17.6% | +56.2% | -38.6% | +2.8% |
| 1Y | +60.7% | +74.5% | -13.9% | +35.2% |
| 3Y | +183.2% | +184.0% | -0.9% | +93.9% |
| 5Y | +402.2% | +410.8% | -8.6% | +169.7% |
| All | +386.0% | +712.1% | -326.1% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling