-20.1%
NVDL vs CAH
+38.5%
-58.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.6% | -5.8% |
| 7D | -14.0% | +7.0% | -21.0% | -13.6% |
| 30D | -31.2% | +12.4% | -43.5% | -30.7% |
| 3M | -15.5% | +12.2% | -27.7% | -14.9% |
| 6M | -10.3% | +33.2% | -43.5% | -12.2% |
| YTD | -5.8% | +28.4% | -34.1% | -6.3% |
| 1Y | -20.1% | +35.0% | -55.1% | -20.1% |
| All | -20.1% | +38.5% | -58.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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