+40.7%
NVD vs CPB
+9.5%
+31.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.7% |
| 7D | +17.0% | -5.8% | +22.8% | +21.3% |
| 30D | +77.3% | +16.5% | +60.8% | +63.2% |
| 3M | +61.6% | -1.1% | +62.7% | +60.3% |
| 6M | +40.7% | +11.5% | +29.2% | +26.4% |
| All | +40.7% | +9.5% | +31.2% | +26.4% |
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 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