+53.6%
NVD vs CPB
+15.2%
+38.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.1% | +0.8% | +2.0% |
| 7D | +28.6% | -1.6% | +30.2% | +29.7% |
| 30D | +73.6% | +19.2% | +54.4% | +57.5% |
| 3M | +70.1% | -1.0% | +71.0% | +68.0% |
| 6M | +53.6% | +15.2% | +38.4% | +34.7% |
| All | +53.6% | +15.2% | +38.4% | +34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling