+651.2%
NVDL vs CCI
-12.4%
+663.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -5.4% |
| 7D | -8.7% | -4.4% | -4.3% | -10.3% |
| 30D | -1.3% | +0.3% | -1.6% | -1.1% |
| 3M | +11.4% | -20.0% | +31.3% | +2.4% |
| 6M | +22.9% | -14.5% | +37.4% | +16.6% |
| YTD | +15.4% | -14.9% | +30.3% | +8.9% |
| 1Y | +18.8% | -17.7% | +36.4% | +10.2% |
| All | +651.2% | -12.4% | +663.6% | +632.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling