-98.5%
NVD vs CNH
-2.3%
-96.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +3.7% |
| 7D | +28.6% | +3.0% | +25.6% | +30.1% |
| 30D | +73.6% | -0.6% | +74.2% | +73.5% |
| 3M | +70.1% | +14.6% | +55.4% | +81.5% |
| 6M | +53.6% | +11.8% | +41.8% | +63.7% |
| YTD | -7.0% | +30.4% | -37.4% | +8.8% |
| 1Y | -9.0% | +19.1% | -28.0% | +1.4% |
| 3Y | -98.3% | +30.2% | -128.5% | -97.9% |
| All | -98.5% | -2.3% | -96.2% | -98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling