+10.4%
NVTS vs CNH
+31.1%
-20.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.4% |
| 7D | +7.9% | +6.7% | +1.3% | +5.0% |
| 30D | +0.8% | +7.2% | -6.4% | -2.2% |
| 3M | -26.0% | +17.5% | -43.5% | -32.5% |
| 6M | -55.5% | +15.0% | -70.5% | -58.9% |
| YTD | +41.0% | +36.8% | +4.3% | +14.1% |
| 1Y | +10.4% | +27.6% | -17.2% | -10.3% |
| All | +10.4% | +31.1% | -20.7% | -10.3% |
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