-98.4%
NVD vs CRL
+99.6%
-198.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.6% | +8.8% |
| 7D | +17.0% | +8.9% | +8.1% | +21.8% |
| 30D | +77.3% | +14.0% | +63.3% | +90.4% |
| 3M | +61.6% | +19.8% | +41.8% | +78.7% |
| 6M | +40.7% | +102.0% | -61.4% | +97.1% |
| YTD | -10.5% | +70.8% | -81.3% | +18.6% |
| 1Y | -6.1% | +98.7% | -104.8% | +34.1% |
| All | -98.4% | +99.6% | -198.0% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling