+1,266.3%
NVDL vs CNH
-19.8%
+1,286.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -24.8% | +3.0% | -27.8% | -25.9% |
| 30D | -48.0% | -0.6% | -47.5% | -48.0% |
| 3M | -51.5% | +14.6% | -66.2% | -54.8% |
| 6M | -54.9% | +11.8% | -66.7% | -57.8% |
| YTD | -39.2% | +30.4% | -69.6% | -48.2% |
| 1Y | -41.1% | +19.1% | -60.2% | -47.6% |
| 3Y | +262.9% | +30.2% | +232.7% | +202.4% |
| All | +1,266.3% | -19.8% | +1,286.2% | +1,151.6% |
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