-44.0%
NVDL vs CF
+50.8%
-94.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.6% | -13.5% | -10.0% |
| 7D | -34.5% | +4.8% | -39.2% | -32.9% |
| 30D | -47.7% | +9.7% | -57.4% | -45.6% |
| 3M | -43.9% | +1.2% | -45.1% | -42.7% |
| 6M | -46.4% | +7.4% | -53.7% | -44.0% |
| YTD | -34.3% | +60.5% | -94.8% | -30.6% |
| 1Y | -44.0% | +50.7% | -94.8% | -40.4% |
| All | -44.0% | +50.8% | -94.9% | -40.4% |
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