+3.6%
NVT vs CNH
+15.2%
-11.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.5% | -12.7% |
| 7D | -19.5% | +6.5% | -25.9% | -20.4% |
| 30D | -32.4% | -12.0% | -20.4% | -30.7% |
| 3M | -30.3% | +4.4% | -34.7% | -31.7% |
| 6M | -30.4% | +15.7% | -46.1% | -34.0% |
| YTD | +11.3% | +28.2% | -16.9% | +3.9% |
| 1Y | +3.6% | +14.8% | -11.2% | -2.0% |
| All | +3.6% | +15.2% | -11.7% | -2.0% |
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