+8.2%
CVS vs NVDL
+2,608.0%
-2,599.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | -0.3% | +3.4% | -3.7% | -0.2% |
| 3M | -1.1% | +8.1% | -9.2% | -1.0% |
| 6M | +23.7% | +31.9% | -8.2% | +24.1% |
| YTD | +23.0% | +21.1% | +1.9% | +23.3% |
| 1Y | +37.2% | +34.0% | +3.1% | +37.7% |
| 3Y | +62.4% | +677.9% | -615.5% | +67.7% |
| All | +8.2% | +2,608.0% | -2,599.9% | +5.7% |
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 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