+50.3%
CF vs NVD
-12.8%
+63.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +1.4% |
| 7D | +10.4% | +27.3% | -17.0% | +7.2% |
| 30D | +7.6% | +59.9% | -52.4% | +2.0% |
| 3M | +5.2% | +39.4% | -34.3% | +0.6% |
| 6M | -0.1% | +27.6% | -27.7% | -4.6% |
| YTD | +61.7% | -17.9% | +79.6% | +63.7% |
| 1Y | +50.3% | -14.5% | +64.8% | +53.5% |
| All | +50.3% | -12.8% | +63.1% | +53.5% |
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