+70.8%
CF vs NVD
-98.6%
+169.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.9% | -8.3% | +2.5% |
| 7D | +4.8% | +43.9% | -39.1% | +4.4% |
| 30D | +9.7% | +74.0% | -64.3% | +9.3% |
| 3M | +1.2% | +48.3% | -47.1% | +0.9% |
| 6M | +7.4% | +30.3% | -23.0% | +7.0% |
| YTD | +60.5% | -12.9% | +73.4% | +59.8% |
| 1Y | +50.7% | -4.0% | +54.7% | +50.5% |
| 3Y | +64.8% | -98.5% | +163.3% | +59.8% |
| All | +70.8% | -98.6% | +169.4% | +65.8% |
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