-99.2%
NVD vs CPB
-40.5%
-58.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +2.5% |
| 7D | -7.7% | -8.2% | +0.6% | -1.5% |
| 30D | -5.8% | -5.6% | -0.2% | -2.0% |
| 3M | -23.2% | +3.0% | -26.2% | -26.2% |
| 6M | -49.7% | -12.7% | -37.0% | -44.7% |
| YTD | -47.7% | -18.0% | -29.7% | -39.7% |
| 1Y | -61.3% | -31.7% | -29.6% | -47.5% |
| 3Y | -99.2% | -41.0% | -58.2% | -98.6% |
| All | -99.2% | -40.5% | -58.7% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling