+2,494.8%
NVDL vs CI
-11.2%
+2,506.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.5% |
| 7D | -8.7% | -1.3% | -7.4% | -8.9% |
| 30D | -1.3% | +3.1% | -4.5% | -0.7% |
| 3M | +11.4% | -4.5% | +15.9% | +10.9% |
| 6M | +22.9% | +8.3% | +14.6% | +24.9% |
| YTD | +15.4% | +3.8% | +11.6% | +16.6% |
| 1Y | +18.8% | -5.0% | +23.8% | +18.6% |
| 3Y | +641.4% | +5.8% | +635.6% | +652.5% |
| All | +2,494.8% | -11.2% | +2,506.0% | +2,572.7% |
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