+1,377.5%
NVDL vs CF
+32.5%
+1,345.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.6% | -13.5% | -10.7% |
| 7D | -34.5% | +4.8% | -39.2% | -34.2% |
| 30D | -47.7% | +9.7% | -57.4% | -47.4% |
| 3M | -43.9% | +1.2% | -45.1% | -43.6% |
| 6M | -46.4% | +7.4% | -53.7% | -46.1% |
| YTD | -34.3% | +60.5% | -94.8% | -38.0% |
| 1Y | -44.0% | +50.7% | -94.8% | -46.8% |
| 3Y | +295.7% | +64.8% | +230.9% | +267.3% |
| All | +1,377.5% | +32.5% | +1,345.0% | +1,550.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling