+2,490.2%
NVDL vs CAG
-53.2%
+2,543.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.7% |
| 7D | -10.3% | -5.7% | -4.6% | -14.7% |
| 30D | -7.1% | -2.4% | -4.7% | -8.7% |
| 3M | +6.6% | +9.8% | -3.2% | +17.0% |
| 6M | +21.1% | -10.8% | +31.9% | +11.9% |
| YTD | +15.2% | -10.8% | +26.0% | +8.4% |
| 1Y | +18.8% | -19.0% | +37.7% | +3.9% |
| 3Y | +649.9% | -39.7% | +689.6% | +445.5% |
| All | +2,490.2% | -53.2% | +2,543.4% | +1,523.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling