-54.2%
NVD vs CRL
+73.3%
-127.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.0% |
| 7D | +9.0% | -6.9% | +16.0% | +7.3% |
| 30D | -5.5% | -3.2% | -2.3% | -6.0% |
| 3M | -24.6% | +46.5% | -71.2% | -17.7% |
| 6M | -42.1% | +63.1% | -105.2% | -34.2% |
| YTD | -44.3% | +36.9% | -81.2% | -39.3% |
| 1Y | -54.2% | +78.1% | -132.3% | -45.2% |
| All | -54.2% | +73.3% | -127.5% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling