+175.5%
CFG vs NVD
-98.6%
+274.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.9% | -11.3% | +0.3% |
| 7D | +0.7% | +43.9% | -43.2% | +3.5% |
| 30D | +2.8% | +74.0% | -71.2% | +7.3% |
| 3M | -10.1% | +48.3% | -58.4% | -7.0% |
| 6M | +3.2% | +30.3% | -27.1% | +6.4% |
| YTD | +14.2% | -12.9% | +27.1% | +14.9% |
| 1Y | +27.4% | -4.0% | +31.4% | +29.5% |
| 3Y | +187.6% | -98.5% | +286.0% | +120.2% |
| All | +175.5% | -98.6% | +274.2% | +107.2% |
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