+129.4%
NVT vs CNH
+29.5%
+99.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +8.0% | +3.0% | +4.9% | +6.9% |
| 30D | -24.8% | -0.6% | -24.2% | -24.7% |
| 3M | -32.4% | +14.6% | -47.1% | -36.8% |
| 6M | -33.5% | +11.8% | -45.2% | -37.6% |
| YTD | +13.2% | +30.4% | -17.2% | -1.7% |
| 1Y | +9.0% | +19.1% | -10.1% | -1.8% |
| 3Y | +129.4% | +30.2% | +99.2% | +96.5% |
| All | +129.4% | +29.5% | +99.9% | +96.5% |
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 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