+75.1%
CTVA vs NVD
-99.1%
+174.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.2% |
| 7D | -4.7% | +9.0% | -13.7% | -4.5% |
| 30D | +11.1% | -5.5% | +16.5% | +11.0% |
| 3M | +13.7% | -24.6% | +38.3% | +13.3% |
| 6M | +11.2% | -42.1% | +53.3% | +10.4% |
| YTD | +26.9% | -44.3% | +71.2% | +25.9% |
| 1Y | +18.8% | -54.2% | +73.0% | +17.6% |
| All | +75.1% | -99.1% | +174.2% | +69.5% |
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