-98.3%
NVD vs CG
+46.4%
-144.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +4.8% |
| 7D | +28.6% | +0.2% | +28.5% | +28.7% |
| 30D | +73.6% | +11.2% | +62.4% | +90.6% |
| 3M | +70.1% | -22.1% | +92.2% | +36.9% |
| 6M | +53.6% | -17.9% | +71.5% | +32.3% |
| YTD | -7.0% | -31.3% | +24.3% | -31.4% |
| 1Y | -9.0% | -24.0% | +15.0% | -25.1% |
| 3Y | -98.3% | +45.0% | -143.3% | -97.1% |
| All | -98.3% | +46.4% | -144.7% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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