-98.5%
NVD vs CRL
+68.1%
-166.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.5% |
| 7D | +28.6% | +0.1% | +28.5% | +28.7% |
| 30D | +73.6% | +11.9% | +61.7% | +85.2% |
| 3M | +70.1% | +20.2% | +49.9% | +88.4% |
| 6M | +53.6% | +107.5% | -54.0% | +118.8% |
| YTD | -7.0% | +69.4% | -76.4% | +23.2% |
| 1Y | -9.0% | +99.7% | -108.7% | +30.8% |
| 3Y | -98.3% | +98.8% | -197.1% | -97.2% |
| All | -98.5% | +68.1% | -166.7% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling