+2,672.5%
NVDL vs CF
+45.4%
+2,627.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.0% |
| 7D | +7.3% | -0.9% | +8.2% | +7.3% |
| 30D | -0.7% | +18.1% | -18.8% | -0.3% |
| 3M | +9.5% | +23.4% | -13.9% | +9.9% |
| 6M | +41.6% | +17.1% | +24.5% | +40.2% |
| YTD | +23.3% | +76.2% | -52.9% | +16.1% |
| 1Y | +40.3% | +62.3% | -22.0% | +33.4% |
| 3Y | +692.2% | +71.8% | +620.4% | +631.6% |
| All | +2,672.5% | +45.4% | +2,627.1% | +2,991.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling