+717.0%
NVT vs CNH
+52.3%
+664.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.5% | +0.5% |
| 7D | +5.1% | +23.3% | -18.2% | -6.1% |
| 30D | -3.7% | +33.5% | -37.2% | -18.0% |
| 3M | -10.1% | +32.7% | -42.9% | -23.9% |
| 6M | +37.5% | +22.2% | +15.3% | +20.4% |
| YTD | +53.7% | +57.7% | -4.0% | +16.2% |
| 1Y | +70.9% | +28.0% | +42.9% | +43.8% |
| 3Y | +180.4% | +11.5% | +168.9% | +144.2% |
| 5Y | +393.5% | +11.9% | +381.6% | +308.6% |
| All | +717.0% | +52.3% | +664.7% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling