+74.6%
CF vs NVD
-98.5%
+173.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.1% |
| 7D | +4.8% | +28.6% | -23.9% | +4.5% |
| 30D | +4.7% | +73.6% | -68.9% | +4.3% |
| 3M | +7.4% | +70.1% | -62.7% | +7.0% |
| 6M | +0.6% | +53.6% | -53.0% | +0.2% |
| YTD | +64.1% | -7.0% | +71.1% | +63.3% |
| 1Y | +51.4% | -9.0% | +60.4% | +50.7% |
| 3Y | +67.8% | -98.3% | +166.1% | +62.5% |
| All | +74.6% | -98.5% | +173.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling