+998.8%
CRDO vs NVDL
+2,476.2%
-1,477.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.5% | -10.3% | +5.9% | +0.4% |
| 30D | -39.2% | -7.1% | -32.1% | -37.9% |
| 3M | -38.5% | +6.6% | -45.0% | -40.9% |
| 6M | +40.6% | +21.1% | +19.5% | +23.4% |
| YTD | +13.2% | +15.2% | -2.0% | +1.0% |
| 1Y | +2.3% | +18.8% | -16.5% | -10.5% |
| 3Y | +942.5% | +649.9% | +292.6% | +284.2% |
| All | +998.8% | +2,476.2% | -1,477.4% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling