+62.3%
CF vs NVD
-61.7%
+124.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.4% |
| 7D | -0.9% | -7.7% | +6.7% | -0.4% |
| 30D | +18.1% | -5.8% | +23.9% | +18.3% |
| 3M | +23.4% | -23.2% | +46.6% | +25.0% |
| 6M | +17.1% | -49.7% | +66.8% | +22.5% |
| YTD | +76.2% | -47.7% | +123.9% | +83.9% |
| 1Y | +62.3% | -61.3% | +123.6% | +72.4% |
| All | +62.3% | -61.7% | +124.0% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling