+2,490.2%
NVDL vs CCI
-36.6%
+2,526.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | +0.4% |
| 7D | -10.3% | -0.3% | -10.0% | -10.4% |
| 30D | -7.1% | +2.2% | -9.3% | -6.6% |
| 3M | +6.6% | -16.9% | +23.5% | +2.5% |
| 6M | +21.1% | -11.5% | +32.6% | +18.4% |
| YTD | +15.2% | -12.8% | +28.1% | +12.1% |
| 1Y | +18.8% | -17.1% | +35.9% | +14.1% |
| 3Y | +649.9% | -9.6% | +659.5% | +605.9% |
| All | +2,490.2% | -36.6% | +2,526.8% | +2,823.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling