-70.5%
CBRS vs NVD
+10.3%
-80.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.6% | -2.5% |
| 7D | -18.4% | +15.0% | -33.4% | -11.3% |
| 30D | -49.4% | +39.3% | -88.7% | -38.2% |
| 3M | -59.6% | +3.1% | -62.7% | -55.8% |
| All | -70.5% | +10.3% | -80.8% | -68.4% |
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