-99.1%
NVD vs CNI
+19.7%
-118.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +1.0% |
| 7D | +10.8% | -0.4% | +11.2% | +10.5% |
| 30D | +0.8% | -2.7% | +3.5% | -1.2% |
| 3M | -20.8% | +3.9% | -24.8% | -18.5% |
| 6M | -41.2% | +16.4% | -57.5% | -32.2% |
| YTD | -44.2% | +25.8% | -70.0% | -30.4% |
| 1Y | -54.2% | +32.4% | -86.6% | -40.0% |
| 3Y | -99.1% | +19.1% | -118.2% | -98.9% |
| All | -99.1% | +19.7% | -118.9% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling