-20.1%
NVDL vs CCI
+7.6%
-27.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.5% | -12.5% | -5.3% |
| 7D | -14.0% | +5.0% | -19.1% | -13.4% |
| 30D | -31.2% | +36.4% | -67.6% | -29.3% |
| 3M | -15.5% | +20.4% | -35.9% | -13.9% |
| 6M | -10.3% | +4.9% | -15.2% | -9.2% |
| YTD | -5.8% | +7.8% | -13.6% | -5.5% |
| 1Y | -20.1% | +7.3% | -27.4% | -19.6% |
| All | -20.1% | +7.6% | -27.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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