+66.7%
CF vs NVDX
+871.3%
-804.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -3.2% |
| 7D | +6.0% | +11.6% | -5.6% | +6.0% |
| 30D | +14.8% | +7.5% | +7.3% | +14.9% |
| 3M | +14.1% | +2.1% | +11.9% | +14.1% |
| 6M | +28.5% | +35.5% | -7.0% | +28.4% |
| YTD | +74.9% | +24.1% | +50.8% | +74.9% |
| 1Y | +61.7% | +33.0% | +28.7% | +61.2% |
| All | +66.7% | +871.3% | -804.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling