+10.9%
CMG vs NVDL
-23.5%
+34.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.1% | +11.9% | +5.5% |
| 7D | +22.5% | -14.0% | +36.5% | +21.8% |
| 30D | +14.1% | -31.2% | +45.3% | +12.6% |
| 3M | +4.1% | -15.5% | +19.6% | +3.4% |
| 6M | +10.1% | -10.3% | +20.3% | +8.1% |
| YTD | -4.9% | -5.8% | +0.9% | -8.6% |
| 1Y | +10.9% | -20.1% | +31.0% | +7.7% |
| All | +10.9% | -23.5% | +34.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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