-7.8%
NVTS vs CNH
+10.4%
-18.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +3.2% |
| 7D | +2.7% | +23.3% | -20.6% | -13.4% |
| 30D | -4.5% | +33.5% | -37.9% | -24.9% |
| 3M | -61.5% | +32.7% | -94.2% | -70.0% |
| 6M | +28.0% | +22.2% | +5.8% | +6.1% |
| YTD | +65.3% | +57.7% | +7.6% | +8.9% |
| 1Y | +113.0% | +28.0% | +85.0% | +67.3% |
| 3Y | +34.7% | +11.5% | +23.2% | +16.8% |
| All | -7.8% | +10.4% | -18.2% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling