+85.8%
CRM vs NVDL
+2,476.2%
-2,390.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -10.3% | +5.9% | -3.2% |
| 30D | +28.1% | -7.1% | +35.3% | +29.1% |
| 3M | +48.8% | +6.6% | +42.2% | +46.5% |
| 6M | +28.3% | +21.1% | +7.2% | +23.3% |
| YTD | -6.0% | +15.2% | -21.2% | -9.7% |
| 1Y | +1.4% | +18.8% | -17.4% | -3.8% |
| 3Y | +11.8% | +649.9% | -638.1% | -26.9% |
| All | +85.8% | +2,476.2% | -2,390.4% | -5.5% |
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