+2,788.3%
NVDL vs CFG
+100.5%
+2,687.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +11.7% | +1.5% | +10.1% | +10.8% |
| 30D | +7.8% | -3.8% | +11.7% | +10.1% |
| 3M | +3.3% | +11.5% | -8.2% | -3.0% |
| 6M | +38.9% | +19.2% | +19.7% | +25.5% |
| YTD | +28.5% | +23.7% | +4.8% | +13.5% |
| 1Y | +40.6% | +38.8% | +1.8% | +15.9% |
| 3Y | +648.7% | +178.9% | +469.8% | +369.4% |
| All | +2,788.3% | +100.5% | +2,687.8% | +2,087.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling