+1,266.3%
NVDL vs CI
-6.2%
+1,272.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -3.9% |
| 7D | -24.8% | +1.2% | -26.0% | -24.6% |
| 30D | -48.0% | +2.6% | -50.6% | -47.7% |
| 3M | -51.5% | +7.4% | -59.0% | -50.6% |
| 6M | -54.9% | -0.1% | -54.8% | -54.4% |
| YTD | -39.2% | +9.7% | -49.0% | -37.7% |
| 1Y | -41.1% | +12.1% | -53.2% | -39.3% |
| 3Y | +262.9% | +7.0% | +255.9% | +274.2% |
| All | +1,266.3% | -6.2% | +1,272.5% | +1,328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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