-99.2%
NVD vs CP
+18.6%
-117.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.1% |
| 7D | -11.1% | -2.7% | -8.4% | -13.0% |
| 30D | -13.3% | +0.2% | -13.4% | -12.9% |
| 3M | -19.8% | +2.6% | -22.4% | -17.9% |
| 6M | -48.8% | +6.0% | -54.8% | -45.1% |
| YTD | -49.7% | +24.9% | -74.6% | -36.5% |
| 1Y | -61.4% | +20.1% | -81.5% | -53.6% |
| 3Y | -99.1% | +16.4% | -115.5% | -98.9% |
| All | -99.2% | +18.6% | -117.8% | -99.0% |
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