+75.4%
CB vs NVD
-99.2%
+174.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | -3.1% | -9.3% | +6.2% | -2.8% |
| 3M | +4.2% | -22.1% | +26.3% | +4.8% |
| 6M | +4.7% | -45.8% | +50.5% | +6.1% |
| YTD | +8.8% | -46.7% | +55.5% | +10.2% |
| 1Y | +22.6% | -59.5% | +82.1% | +24.6% |
| 3Y | +70.6% | -99.2% | +169.8% | +69.4% |
| All | +75.4% | -99.2% | +174.6% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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