+40.6%
NVDL vs CF
+62.4%
-21.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +0.9% |
| 7D | +11.7% | +6.0% | +5.7% | +13.3% |
| 30D | +7.8% | +14.8% | -7.0% | +11.8% |
| 3M | +3.3% | +14.1% | -10.7% | +7.3% |
| 6M | +38.9% | +28.5% | +10.4% | +41.0% |
| YTD | +28.5% | +74.9% | -46.5% | +27.6% |
| 1Y | +40.6% | +61.7% | -21.1% | +43.4% |
| All | +40.6% | +62.4% | -21.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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