-98.7%
NVD vs CP
+21.7%
-120.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +27.3% | -0.7% | +28.0% | +26.5% |
| 30D | +59.9% | +9.6% | +50.3% | +71.7% |
| 3M | +39.4% | +2.2% | +37.2% | +41.0% |
| 6M | +27.6% | +11.1% | +16.5% | +39.7% |
| YTD | -17.9% | +28.2% | -46.1% | +4.8% |
| 1Y | -14.5% | +32.2% | -46.6% | +12.8% |
| 3Y | -98.6% | +35.5% | -134.1% | -97.9% |
| All | -98.7% | +21.7% | -120.4% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling