-61.4%
NVD vs CNH
+29.2%
-90.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -0.7% |
| 7D | -11.1% | +23.3% | -34.4% | -8.2% |
| 30D | -13.3% | +33.5% | -46.7% | -9.2% |
| 3M | -19.8% | +32.7% | -52.5% | -15.6% |
| 6M | -48.8% | +22.2% | -71.0% | -45.5% |
| YTD | -49.7% | +57.7% | -107.3% | -47.6% |
| 1Y | -61.4% | +28.0% | -89.3% | -61.9% |
| All | -61.4% | +29.2% | -90.6% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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