-54.9%
NVDL vs CB
+18.1%
-73.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -2.2% |
| 7D | -24.8% | +2.9% | -27.7% | -20.9% |
| 30D | -48.0% | +7.3% | -55.4% | -41.1% |
| 3M | -51.5% | +9.4% | -60.9% | -42.9% |
| 6M | -54.9% | +19.6% | -74.6% | -33.7% |
| All | -54.9% | +18.1% | -73.0% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling