-38.0%
CPB vs NVDX
+833.4%
-871.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +1.5% |
| 7D | -8.2% | +7.3% | -15.5% | -7.8% |
| 30D | -5.6% | -0.9% | -4.7% | -5.5% |
| 3M | +3.0% | +8.4% | -5.4% | +4.2% |
| 6M | -12.7% | +38.2% | -50.9% | -9.8% |
| YTD | -18.0% | +19.3% | -37.3% | -15.7% |
| 1Y | -31.7% | +33.3% | -65.0% | -29.1% |
| All | -38.0% | +833.4% | -871.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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