-6.3%
NVTS vs CHD
+22.7%
-28.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +0.5% |
| 7D | +9.7% | -2.9% | +12.6% | +7.8% |
| 30D | -13.6% | -6.2% | -7.4% | -16.6% |
| 3M | -51.0% | +1.6% | -52.5% | -49.7% |
| 6M | +46.3% | -3.5% | +49.9% | +49.4% |
| YTD | +68.1% | +16.2% | +51.8% | +85.0% |
| 1Y | +113.9% | +3.4% | +110.5% | +126.4% |
| 3Y | +45.3% | +4.6% | +40.7% | +53.2% |
| All | -6.3% | +22.7% | -28.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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