+180.7%
NVT vs CNH
+9.4%
+171.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.2% |
| 7D | +7.0% | +1.8% | +5.2% | +6.1% |
| 30D | -2.3% | +32.6% | -35.0% | -12.6% |
| 3M | -3.1% | +29.4% | -32.5% | -12.9% |
| 6M | +47.0% | +26.0% | +21.1% | +32.7% |
| YTD | +56.2% | +52.2% | +4.0% | +29.6% |
| 1Y | +74.5% | +23.9% | +50.7% | +57.5% |
| All | +180.7% | +9.4% | +171.3% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling