-99.1%
NVD vs CPB
-42.8%
-56.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +10.8% | -1.8% | +12.6% | +12.1% |
| 30D | +0.8% | -7.1% | +7.8% | +5.9% |
| 3M | -20.8% | -6.0% | -14.8% | -18.4% |
| 6M | -41.2% | -5.3% | -35.9% | -40.0% |
| YTD | -44.2% | -20.8% | -23.4% | -34.1% |
| 1Y | -54.2% | -33.8% | -20.3% | -36.5% |
| 3Y | -99.1% | -43.7% | -55.4% | -98.5% |
| All | -99.1% | -42.8% | -56.4% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling