+2,494.8%
NVDL vs CG
+53.6%
+2,441.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -2.7% |
| 7D | -8.7% | -9.8% | +1.1% | -0.2% |
| 30D | -1.3% | -10.3% | +9.0% | +7.8% |
| 3M | +11.4% | -1.7% | +13.0% | +11.3% |
| 6M | +22.9% | -9.8% | +32.7% | +30.7% |
| YTD | +15.4% | -25.6% | +41.0% | +43.4% |
| 1Y | +18.8% | -32.5% | +51.3% | +59.1% |
| 3Y | +641.4% | +45.6% | +595.7% | +425.2% |
| All | +2,494.8% | +53.6% | +2,441.2% | +1,555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling