+2.5%
CNC vs NVD
-99.1%
+101.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +2.0% |
| 7D | -3.9% | +9.0% | -12.9% | -4.1% |
| 30D | +0.8% | -5.5% | +6.3% | +0.9% |
| 3M | +0.1% | -24.6% | +24.7% | +0.7% |
| 6M | +79.7% | -42.1% | +121.7% | +81.7% |
| YTD | +58.9% | -44.3% | +103.3% | +60.8% |
| 1Y | +109.1% | -54.2% | +163.3% | +112.5% |
| 3Y | 0.0% | -99.1% | +99.1% | +8.2% |
| All | +2.5% | -99.1% | +101.6% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling