-98.6%
NVD vs CPB
-39.1%
-59.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +57.9% |
| 3M | +61.6% | -1.1% | +62.7% | +62.0% |
| 6M | +40.7% | +11.5% | +29.2% | +26.3% |
| YTD | -10.5% | -15.7% | +5.3% | +0.8% |
| 1Y | -6.1% | -24.7% | +18.5% | +16.8% |
| 3Y | -98.4% | -37.3% | -61.1% | -97.4% |
| All | -98.6% | -39.1% | -59.5% | -97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling