-99.1%
NVD vs CNH
+10.7%
-109.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.9% | +7.3% | +3.3% |
| 7D | +9.0% | -2.5% | +11.5% | +8.2% |
| 30D | -5.5% | +27.0% | -32.5% | +4.4% |
| 3M | -24.6% | +32.6% | -57.2% | -14.4% |
| 6M | -42.1% | +23.6% | -65.6% | -35.5% |
| YTD | -44.3% | +47.8% | -92.2% | -32.0% |
| 1Y | -54.2% | +21.3% | -75.4% | -49.6% |
| 3Y | -99.1% | +7.0% | -106.1% | -99.0% |
| All | -99.1% | +10.7% | -109.9% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling