-9.2%
NVD vs CP
+32.9%
-42.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.1% | +10.8% |
| 7D | +43.9% | +2.8% | +41.1% | +44.3% |
| 30D | +74.0% | +11.0% | +63.0% | +77.8% |
| 3M | +48.3% | +3.8% | +44.5% | +48.7% |
| 6M | +30.3% | +9.5% | +20.9% | +33.5% |
| YTD | -12.9% | +28.2% | -41.1% | -6.9% |
| All | -9.2% | +32.9% | -42.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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