+2,490.2%
NVDL vs CFG
+99.6%
+2,390.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.8% |
| 7D | -10.3% | -0.4% | -9.9% | -10.1% |
| 30D | -7.1% | -4.6% | -2.5% | -4.7% |
| 3M | +6.6% | +6.7% | -0.1% | +2.5% |
| 6M | +21.1% | +22.1% | -1.1% | +7.9% |
| YTD | +15.2% | +23.2% | -8.0% | +2.0% |
| 1Y | +18.8% | +40.3% | -21.5% | -2.7% |
| 3Y | +649.9% | +187.9% | +462.0% | +365.4% |
| All | +2,490.2% | +99.6% | +2,390.5% | +1,866.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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