-26.7%
NVTS vs CNH
-6.0%
-20.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +1.2% |
| 7D | +9.6% | +4.5% | +5.1% | +6.6% |
| 30D | -13.0% | +7.6% | -20.6% | -17.8% |
| 3M | -28.8% | +17.0% | -45.8% | -38.8% |
| 6M | -48.5% | +12.9% | -61.4% | -55.0% |
| YTD | +31.4% | +34.3% | -2.9% | -2.9% |
| 1Y | -2.3% | +28.5% | -30.8% | -25.9% |
| 3Y | +49.8% | +31.9% | +18.0% | +10.0% |
| 5Y | -43.2% | -9.6% | -33.6% | -40.1% |
| All | -26.7% | -6.0% | -20.7% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling