+2,490.2%
NVDL vs CHRW
+65.4%
+2,424.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -10.3% | +3.5% | -13.8% | -11.1% |
| 30D | -7.1% | +4.6% | -11.7% | -8.2% |
| 3M | +6.6% | -19.7% | +26.3% | +11.6% |
| 6M | +21.1% | -12.4% | +33.5% | +23.9% |
| YTD | +15.2% | -3.9% | +19.1% | +14.2% |
| 1Y | +18.8% | +18.4% | +0.4% | +10.6% |
| 3Y | +649.9% | +88.8% | +561.1% | +506.8% |
| All | +2,490.2% | +65.4% | +2,424.8% | +2,088.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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