+32.0%
CTVA vs NVD
-27.4%
+59.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +3.0% |
| 7D | +8.2% | +15.0% | -6.8% | +7.8% |
| 30D | -1.0% | +39.3% | -40.3% | -1.8% |
| 3M | +4.6% | +3.1% | +1.4% | +4.5% |
| 6M | +0.5% | -19.0% | +19.5% | +1.3% |
| YTD | +22.7% | -35.5% | +58.2% | +22.8% |
| 1Y | +32.0% | -30.2% | +62.2% | +33.5% |
| All | +32.0% | -27.4% | +59.3% | +33.5% |
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