-99.2%
NVD vs CNH
+7.5%
-106.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.6% | +9.4% | +1.7% |
| 7D | -7.7% | +8.8% | -16.5% | -4.1% |
| 30D | -5.8% | +24.7% | -30.4% | +3.1% |
| 3M | -23.2% | +27.3% | -50.5% | -14.3% |
| 6M | -49.7% | +23.2% | -72.9% | -44.2% |
| YTD | -47.7% | +48.9% | -96.6% | -36.1% |
| 1Y | -61.3% | +19.4% | -80.7% | -58.0% |
| 3Y | -99.2% | +7.8% | -106.9% | -99.0% |
| All | -99.2% | +7.5% | -106.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling