-32.5%
CBRS vs NVD
-13.9%
-18.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +9.6% |
| 7D | +17.3% | -11.1% | +28.4% | +11.2% |
| 30D | -2.0% | -13.3% | +11.3% | -5.7% |
| 3M | -2.5% | -19.8% | +17.3% | -12.7% |
| All | -32.5% | -13.9% | -18.6% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling