-98.5%
NVD vs CPB
-37.2%
-61.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.2% | +0.7% | +1.4% |
| 7D | +28.6% | -1.6% | +30.2% | +30.0% |
| 30D | +73.6% | +19.2% | +54.4% | +51.8% |
| 3M | +70.1% | -0.9% | +71.0% | +70.5% |
| 6M | +53.6% | +15.2% | +38.3% | +34.4% |
| YTD | -7.0% | -13.1% | +6.1% | +2.2% |
| 1Y | -9.0% | -22.4% | +13.4% | +10.7% |
| 3Y | -98.3% | -35.3% | -63.0% | -97.4% |
| All | -98.5% | -37.2% | -61.4% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling