+2,622.7%
NVDL vs CAG
-51.6%
+2,674.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.6% |
| 7D | -0.8% | -6.6% | +5.8% | -6.3% |
| 30D | +3.4% | +2.3% | +1.1% | +5.7% |
| 3M | +8.1% | +16.3% | -8.2% | +24.8% |
| 6M | +31.9% | -16.0% | +47.9% | +15.1% |
| YTD | +21.1% | -7.7% | +28.8% | +17.3% |
| 1Y | +34.0% | -16.0% | +50.1% | +20.8% |
| 3Y | +677.9% | -37.7% | +715.7% | +481.7% |
| All | +2,622.7% | -51.6% | +2,674.3% | +1,657.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling