+57.3%
CME vs NVD
-99.2%
+156.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.6% | +0.5% | -1.2% | -0.7% |
| 30D | +4.7% | -9.3% | +14.0% | +4.9% |
| 3M | +7.8% | -22.1% | +29.9% | +8.4% |
| 6M | -11.0% | -45.8% | +34.8% | -9.8% |
| YTD | +4.0% | -46.7% | +50.7% | +5.3% |
| 1Y | +9.1% | -59.5% | +68.6% | +10.9% |
| 3Y | +52.3% | -99.2% | +151.4% | +54.4% |
| All | +57.3% | -99.2% | +156.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling