+2,622.7%
NVDL vs CCI
-37.0%
+2,659.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.1% |
| 7D | -0.8% | -0.3% | -0.6% | -0.9% |
| 30D | +3.4% | +2.1% | +1.3% | +4.0% |
| 3M | +8.1% | -17.8% | +26.0% | +3.7% |
| 6M | +31.9% | -14.2% | +46.0% | +28.2% |
| YTD | +21.1% | -13.3% | +34.5% | +17.7% |
| 1Y | +34.0% | -16.6% | +50.7% | +29.0% |
| 3Y | +677.9% | -10.8% | +688.8% | +633.7% |
| All | +2,622.7% | -37.0% | +2,659.7% | +2,969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling