-99.2%
NVD vs CPB
-41.7%
-57.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | +1.2% |
| 7D | -11.1% | -8.6% | -2.5% | -5.0% |
| 30D | -13.3% | -7.2% | -6.0% | -8.6% |
| 3M | -19.8% | +0.9% | -20.7% | -21.7% |
| 6M | -48.8% | -11.8% | -37.0% | -44.3% |
| YTD | -49.7% | -19.4% | -30.2% | -41.2% |
| 1Y | -61.4% | -30.4% | -31.0% | -48.6% |
| 3Y | -99.1% | -40.2% | -59.0% | -98.5% |
| All | -99.2% | -41.7% | -57.5% | -98.6% |
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