+84.4%
CB vs NVDX
+357.5%
-273.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +0.9% |
| 7D | +2.9% | -24.7% | +27.7% | +2.0% |
| 30D | +7.3% | -48.2% | +55.5% | +5.2% |
| 3M | +9.4% | -51.9% | +61.3% | +7.1% |
| 6M | +19.6% | -55.6% | +75.3% | +17.4% |
| YTD | +21.5% | -41.5% | +63.0% | +20.2% |
| 1Y | +28.0% | -44.0% | +72.0% | +26.6% |
| 3Y | +74.9% | +262.2% | -187.3% | +67.4% |
| All | +84.4% | +357.5% | -273.2% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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