+66.5%
CF vs NVD
-98.8%
+165.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.2% |
| 7D | -0.9% | +23.8% | -24.7% | -1.0% |
| 30D | +6.9% | +57.0% | -50.0% | +6.7% |
| 3M | +4.8% | +41.6% | -36.7% | +4.6% |
| 6M | +4.7% | +17.6% | -12.9% | +4.4% |
| YTD | +56.5% | -21.4% | +77.9% | +56.0% |
| 1Y | +48.4% | -23.3% | +71.7% | +48.0% |
| 3Y | +59.1% | -98.7% | +157.8% | +54.7% |
| All | +66.5% | -98.8% | +165.2% | +61.8% |
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