-59.5%
NVD vs CP
+19.4%
-78.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.7% |
| 30D | -9.3% | -0.5% | -8.8% | -9.3% |
| 3M | -22.1% | +0.1% | -22.2% | -22.0% |
| 6M | -45.8% | +7.8% | -53.6% | -43.5% |
| YTD | -46.7% | +22.9% | -69.6% | -44.0% |
| 1Y | -59.5% | +21.3% | -80.8% | -56.6% |
| All | -59.5% | +19.4% | -78.9% | -56.6% |
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