+28.5%
CL vs NVD
-99.2%
+127.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -5.5% | -9.3% | +3.8% | -5.2% |
| 3M | +0.8% | -22.1% | +22.9% | +1.7% |
| 6M | -4.2% | -45.8% | +41.6% | -2.3% |
| YTD | +13.4% | -46.7% | +60.1% | +15.6% |
| 1Y | +7.1% | -59.5% | +66.5% | +9.9% |
| 3Y | +29.0% | -99.2% | +128.2% | +40.6% |
| All | +28.5% | -99.2% | +127.6% | +40.0% |
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