-61.4%
NVD vs CPB
-32.6%
-28.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +0.7% |
| 7D | -11.1% | -8.6% | -2.5% | -6.2% |
| 30D | -13.3% | -7.2% | -6.0% | -9.5% |
| 3M | -19.8% | +0.9% | -20.7% | -21.3% |
| 6M | -48.8% | -11.8% | -37.0% | -44.9% |
| YTD | -49.7% | -19.4% | -30.2% | -42.5% |
| 1Y | -61.4% | -30.4% | -31.0% | -51.4% |
| All | -61.4% | -32.6% | -28.8% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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