-99.2%
NVD vs CRL
+43.5%
-142.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -2.1% |
| 7D | -11.1% | -1.0% | -10.1% | -11.4% |
| 30D | -13.3% | +10.7% | -23.9% | -9.2% |
| 3M | -19.8% | +55.3% | -75.1% | -1.8% |
| 6M | -48.8% | +60.7% | -109.4% | -35.1% |
| YTD | -49.7% | +44.6% | -94.3% | -39.0% |
| 1Y | -61.4% | +77.7% | -139.1% | -47.7% |
| 3Y | -99.1% | +37.6% | -136.8% | -98.8% |
| All | -99.2% | +43.5% | -142.7% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling