+29.0%
CL vs NVD
-99.2%
+128.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | -1.4% | -7.7% | +6.3% | -1.0% |
| 30D | -5.2% | -5.8% | +0.6% | -5.1% |
| 3M | +3.3% | -23.2% | +26.5% | +4.2% |
| 6M | -4.4% | -49.7% | +45.4% | -2.1% |
| YTD | +13.9% | -47.7% | +61.6% | +16.2% |
| 1Y | +7.6% | -61.3% | +69.0% | +10.6% |
| 3Y | +29.6% | -99.2% | +128.8% | +41.4% |
| All | +29.0% | -99.2% | +128.2% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling