+8.7%
CL vs NVD
-61.9%
+70.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.2% | -11.1% | +8.9% | -1.2% |
| 30D | -4.8% | -13.3% | +8.4% | -3.9% |
| 3M | +4.9% | -19.8% | +24.7% | +6.4% |
| 6M | -5.7% | -48.8% | +43.1% | -0.9% |
| YTD | +14.4% | -49.7% | +64.0% | +19.5% |
| 1Y | +8.7% | -61.4% | +70.1% | +16.9% |
| All | +8.7% | -61.9% | +70.6% | +16.9% |
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