+70.9%
NVT vs CNH
+29.2%
+41.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.5% | +1.7% |
| 7D | +5.1% | +23.3% | -18.2% | +0.2% |
| 30D | -3.7% | +33.5% | -37.2% | -10.1% |
| 3M | -10.1% | +32.7% | -42.9% | -16.3% |
| 6M | +37.5% | +22.2% | +15.3% | +29.4% |
| YTD | +53.7% | +57.7% | -4.0% | +37.1% |
| 1Y | +70.9% | +28.0% | +42.9% | +58.4% |
| All | +70.9% | +29.2% | +41.6% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling