+18.8%
NVDL vs CB
+23.6%
-4.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.3% |
| 7D | -8.7% | -2.8% | -5.9% | -11.9% |
| 30D | -1.3% | -2.4% | +1.1% | -3.9% |
| 3M | +11.4% | +2.8% | +8.6% | +17.9% |
| 6M | +22.9% | +4.8% | +18.1% | +35.3% |
| YTD | +15.4% | +9.2% | +6.3% | +34.5% |
| 1Y | +18.8% | +22.8% | -4.1% | +56.2% |
| All | +18.8% | +23.6% | -4.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling