-10.8%
NVTS vs CNH
+15.2%
-26.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.1% |
| 7D | -0.3% | +6.5% | -6.8% | -3.4% |
| 30D | -24.4% | -12.0% | -12.4% | -19.9% |
| 3M | -26.5% | +4.4% | -30.8% | -29.2% |
| 6M | -41.4% | +15.7% | -57.1% | -46.7% |
| YTD | +30.7% | +28.2% | +2.4% | +5.2% |
| 1Y | -10.8% | +14.8% | -25.6% | -24.7% |
| All | -10.8% | +15.2% | -26.0% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling