+5.6%
CVS vs NVDL
-23.5%
+29.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.1% | -6.4% | -12.5% |
| 7D | -11.1% | -14.0% | +2.9% | -11.3% |
| 30D | -7.4% | -31.2% | +23.7% | -7.8% |
| 3M | -22.9% | -15.5% | -7.4% | -23.0% |
| 6M | -1.2% | -10.3% | +9.1% | -1.6% |
| YTD | +3.9% | -5.8% | +9.6% | +1.6% |
| 1Y | +5.6% | -20.1% | +25.6% | +1.1% |
| All | +5.6% | -23.5% | +29.0% | +1.1% |
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