+192.6%
CFG vs NVD
-99.2%
+291.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.7% |
| 7D | -0.6% | +0.5% | -1.1% | -0.5% |
| 30D | -4.5% | -9.3% | +4.7% | -5.0% |
| 3M | +6.3% | -22.1% | +28.4% | +5.1% |
| 6M | +20.6% | -45.8% | +66.4% | +16.4% |
| YTD | +21.2% | -46.7% | +68.0% | +17.4% |
| 1Y | +38.2% | -59.5% | +97.6% | +31.7% |
| 3Y | +185.9% | -99.2% | +285.1% | +106.8% |
| All | +192.6% | -99.2% | +291.7% | +111.6% |
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