-54.2%
NVD vs CNI
+33.8%
-88.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +10.8% | -0.4% | +11.2% | +10.8% |
| 30D | +0.8% | -2.7% | +3.5% | +0.7% |
| 3M | -20.8% | +3.9% | -24.8% | -20.4% |
| 6M | -41.2% | +16.4% | -57.5% | -39.1% |
| YTD | -44.2% | +25.8% | -70.0% | -42.7% |
| 1Y | -54.2% | +32.4% | -86.6% | -54.8% |
| All | -54.2% | +33.8% | -88.0% | -54.8% |
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