+18.8%
NVDL vs CCI
-15.7%
+34.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | +0.3% |
| 7D | -10.3% | -0.3% | -10.0% | -10.4% |
| 30D | -7.1% | +2.2% | -9.3% | -6.7% |
| 3M | +6.6% | -16.9% | +23.5% | +4.0% |
| 6M | +21.1% | -11.5% | +32.6% | +18.8% |
| YTD | +15.2% | -12.8% | +28.1% | +10.9% |
| 1Y | +18.8% | -17.1% | +35.9% | +2.6% |
| All | +18.8% | -15.7% | +34.5% | +2.6% |
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