+410.8%
NVT vs CNH
+12.3%
+398.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.4% |
| 7D | +7.0% | +1.8% | +5.2% | +6.0% |
| 30D | -2.3% | +32.6% | -35.0% | -14.1% |
| 3M | -3.1% | +29.4% | -32.5% | -14.4% |
| 6M | +47.0% | +26.0% | +21.1% | +30.4% |
| YTD | +56.2% | +52.2% | +4.0% | +26.2% |
| 1Y | +74.5% | +23.9% | +50.7% | +54.3% |
| 3Y | +184.0% | +10.1% | +173.9% | +157.1% |
| 5Y | +410.8% | +13.2% | +397.6% | +329.6% |
| All | +410.8% | +12.3% | +398.5% | +329.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling