+2,672.5%
NVDL vs CNH
-8.4%
+2,681.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.5% | -1.7% |
| 7D | +7.3% | +8.8% | -1.5% | +3.7% |
| 30D | -0.7% | +24.7% | -25.3% | -9.9% |
| 3M | +9.5% | +27.3% | -17.9% | -1.9% |
| 6M | +41.6% | +23.2% | +18.5% | +27.4% |
| YTD | +23.3% | +48.9% | -25.6% | +0.1% |
| 1Y | +40.3% | +19.4% | +20.9% | +26.9% |
| 3Y | +692.2% | +7.8% | +684.4% | +631.9% |
| All | +2,672.5% | -8.4% | +2,681.0% | +2,319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling