+364.0%
NVDL vs CF
+58.0%
+306.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | -23.4% | -0.9% | -22.5% | -23.2% |
| 30D | -41.3% | +6.9% | -48.2% | -41.1% |
| 3M | -40.6% | +4.8% | -45.4% | -40.4% |
| 6M | -39.8% | +4.7% | -44.5% | -39.7% |
| YTD | -26.2% | +56.5% | -82.7% | -34.0% |
| 1Y | -30.0% | +48.4% | -78.4% | -36.6% |
| 3Y | +364.0% | +59.1% | +304.8% | +283.8% |
| All | +364.0% | +58.0% | +306.0% | +283.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling