+44.0%
CL vs NVD
-98.6%
+142.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -0.4% |
| 7D | +2.6% | +43.9% | -41.3% | +0.7% |
| 30D | +11.8% | +74.0% | -62.3% | +8.7% |
| 3M | +5.9% | +48.3% | -42.4% | +3.5% |
| 6M | +13.3% | +30.3% | -17.0% | +11.1% |
| YTD | +27.1% | -12.9% | +40.0% | +26.2% |
| 1Y | +28.0% | -4.0% | +32.0% | +26.6% |
| 3Y | +39.4% | -98.5% | +137.9% | +47.2% |
| All | +44.0% | -98.6% | +142.6% | +53.0% |
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