+18.8%
NVDL vs CPB
-33.6%
+52.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | 0.0% |
| 7D | -10.3% | -1.8% | -8.5% | -11.2% |
| 30D | -7.1% | -7.1% | 0.0% | -10.6% |
| 3M | +6.6% | -6.0% | +12.6% | +4.0% |
| 6M | +21.1% | -5.3% | +26.3% | +20.8% |
| YTD | +15.2% | -20.8% | +36.1% | +3.0% |
| 1Y | +18.8% | -33.8% | +52.6% | -0.2% |
| All | +18.8% | -33.6% | +52.4% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling