-98.4%
NVD vs CPB
-37.1%
-61.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.9% |
| 7D | +17.0% | -5.8% | +22.8% | +22.4% |
| 30D | +77.3% | +16.5% | +60.8% | +57.8% |
| 3M | +61.6% | -1.1% | +62.7% | +62.0% |
| 6M | +40.7% | +11.5% | +29.2% | +26.2% |
| YTD | -10.5% | -15.7% | +5.3% | +0.9% |
| 1Y | -6.1% | -24.7% | +18.5% | +17.2% |
| All | -98.4% | -37.1% | -61.3% | -97.4% |
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 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