+53.6%
NVD vs CRL
+102.3%
-48.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.5% |
| 7D | +28.6% | +0.1% | +28.5% | +28.6% |
| 30D | +73.6% | +11.9% | +61.7% | +83.0% |
| 3M | +70.1% | +20.2% | +49.9% | +84.7% |
| 6M | +53.6% | +107.5% | -54.0% | +104.4% |
| All | +53.6% | +102.3% | -48.7% | +104.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling