+31.9%
NVDL vs CG
-6.3%
+38.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | 0.0% |
| 7D | -0.8% | -6.4% | +5.6% | +2.2% |
| 30D | +3.4% | -7.1% | +10.5% | +6.6% |
| 3M | +8.1% | -1.6% | +9.7% | +8.3% |
| 6M | +31.9% | -8.3% | +40.2% | +35.2% |
| All | +31.9% | -6.3% | +38.1% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 6mo: compounded portfolio wealth divided by compounded CG 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…
6mo analysis · Full analysis span regression · 6 months rolling