+53.5%
CME vs NVD
-99.2%
+152.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.2% |
| 7D | -2.9% | -7.7% | +4.8% | -2.6% |
| 30D | +5.5% | -5.8% | +11.3% | +5.6% |
| 3M | +11.0% | -23.2% | +34.2% | +11.6% |
| 6M | -9.7% | -49.7% | +40.0% | -8.4% |
| YTD | +4.9% | -47.7% | +52.6% | +6.2% |
| 1Y | +10.1% | -61.3% | +71.4% | +12.0% |
| 3Y | +53.5% | -99.2% | +152.7% | +54.5% |
| All | +53.5% | -99.2% | +152.7% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling