-9.1%
NVTS vs CAH
+431.7%
-440.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.2% |
| 7D | -1.4% | -5.1% | +3.7% | -2.1% |
| 30D | -16.5% | +0.2% | -16.7% | -16.5% |
| 3M | -47.6% | +6.3% | -53.9% | -47.2% |
| 6M | +7.3% | +9.4% | -2.1% | +8.8% |
| YTD | +62.9% | +15.0% | +47.9% | +66.0% |
| 1Y | +91.3% | +55.4% | +35.8% | +94.7% |
| 3Y | +43.4% | +173.8% | -130.4% | +28.0% |
| All | -9.1% | +431.7% | -440.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling