-6.1%
CI vs NVD
-52.8%
+46.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -0.1% | +10.8% | -10.9% | -0.1% |
| 30D | +1.8% | +0.8% | +1.0% | +1.8% |
| 3M | -4.2% | -20.8% | +16.6% | -4.1% |
| 6M | +8.8% | -41.2% | +50.0% | +8.0% |
| YTD | +3.7% | -44.2% | +47.9% | +2.4% |
| 1Y | -6.1% | -54.2% | +48.0% | -4.5% |
| All | -6.1% | -52.8% | +46.7% | -4.5% |
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 · 6 months rolling