+43.4%
NVTS vs CAH
+176.8%
-133.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.1% |
| 7D | -1.4% | -5.1% | +3.7% | -3.4% |
| 30D | -16.5% | +0.2% | -16.7% | -16.4% |
| 3M | -47.6% | +6.3% | -53.9% | -46.0% |
| 6M | +7.3% | +9.4% | -2.1% | +12.2% |
| YTD | +62.9% | +15.0% | +47.9% | +74.5% |
| 1Y | +91.3% | +55.4% | +35.8% | +123.9% |
| 3Y | +43.4% | +173.8% | -130.4% | +58.3% |
| All | +43.4% | +176.8% | -133.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling