+2,622.7%
NVDL vs CFG
+96.5%
+2,526.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | +3.4% | -4.5% | +7.9% | +6.1% |
| 3M | +8.1% | +6.3% | +1.8% | +4.2% |
| 6M | +31.9% | +20.6% | +11.3% | +18.3% |
| YTD | +21.1% | +21.2% | -0.1% | +8.2% |
| 1Y | +34.0% | +38.2% | -4.1% | +10.7% |
| 3Y | +677.9% | +185.9% | +492.0% | +385.4% |
| All | +2,622.7% | +96.5% | +2,526.2% | +1,985.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling