+2,490.2%
NVDL vs CAH
+214.3%
+2,275.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -10.3% | -5.1% | -5.2% | -10.1% |
| 30D | -7.1% | +0.2% | -7.3% | -7.1% |
| 3M | +6.6% | +6.3% | +0.3% | +6.1% |
| 6M | +21.1% | +9.4% | +11.7% | +20.2% |
| YTD | +15.2% | +15.0% | +0.3% | +14.0% |
| 1Y | +18.8% | +55.4% | -36.7% | +14.1% |
| 3Y | +649.9% | +173.8% | +476.1% | +638.9% |
| All | +2,490.2% | +214.3% | +2,275.9% | +2,462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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