-61.4%
NVD vs CNI
+29.8%
-91.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -11.1% | -2.1% | -9.0% | -11.1% |
| 30D | -13.3% | -3.3% | -10.0% | -13.3% |
| 3M | -19.8% | +3.8% | -23.6% | -19.6% |
| 6M | -48.8% | +12.7% | -61.5% | -47.2% |
| YTD | -49.7% | +26.3% | -75.9% | -49.0% |
| 1Y | -61.4% | +29.9% | -91.3% | -61.5% |
| All | -61.4% | +29.8% | -91.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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