+28.5%
CF vs NVD
-50.2%
+78.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.0% |
| 7D | +6.0% | -11.1% | +17.1% | +7.8% |
| 30D | +14.8% | -13.3% | +28.1% | +16.5% |
| 3M | +14.1% | -19.8% | +33.9% | +15.1% |
| 6M | +28.5% | -48.8% | +77.3% | +57.3% |
| All | +28.5% | -50.2% | +78.8% | +57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling