+501.5%
NVT vs CNH
+26.0%
+475.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +8.0% | +3.0% | +4.9% | +6.3% |
| 30D | -24.8% | -0.6% | -24.2% | -24.8% |
| 3M | -32.4% | +14.6% | -47.1% | -38.6% |
| 6M | -33.5% | +11.8% | -45.2% | -39.6% |
| YTD | +13.2% | +30.4% | -17.2% | -6.9% |
| 1Y | +9.0% | +19.1% | -10.1% | -6.1% |
| 3Y | +129.4% | +30.2% | +99.2% | +78.8% |
| 5Y | +230.1% | -17.8% | +247.9% | +221.3% |
| All | +501.5% | +26.0% | +475.6% | +262.5% |
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