+35.4%
CVS vs NVDL
+42.2%
-6.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | +4.0% | +11.7% | -7.7% | +4.0% |
| 30D | -2.4% | +7.8% | -10.2% | -2.3% |
| 3M | +2.7% | +3.3% | -0.7% | +2.8% |
| 6M | +21.9% | +38.9% | -17.0% | +21.2% |
| YTD | +24.7% | +28.5% | -3.7% | +23.3% |
| 1Y | +35.4% | +40.6% | -5.2% | +33.3% |
| All | +35.4% | +42.2% | -6.7% | +33.3% |
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