-7.8%
NVTS vs CAH
+460.2%
-468.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.2% |
| 7D | +2.7% | +5.4% | -2.7% | +3.4% |
| 30D | -4.5% | +3.3% | -7.8% | -4.0% |
| 3M | -61.5% | +22.8% | -84.3% | -60.6% |
| 6M | +28.0% | +11.3% | +16.7% | +30.5% |
| YTD | +65.3% | +21.1% | +44.1% | +69.6% |
| 1Y | +113.0% | +67.2% | +45.8% | +118.0% |
| 3Y | +34.7% | +195.6% | -160.9% | +20.1% |
| All | -7.8% | +460.2% | -468.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling