+40.6%
NVDL vs CL
+8.2%
+32.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +0.2% |
| 7D | +11.7% | -2.2% | +13.9% | +9.3% |
| 30D | +7.8% | -4.8% | +12.7% | +3.1% |
| 3M | +3.3% | +4.9% | -1.6% | +9.9% |
| 6M | +38.9% | -5.7% | +44.6% | +26.9% |
| YTD | +28.5% | +14.4% | +14.1% | +59.8% |
| 1Y | +40.6% | +8.7% | +31.9% | +64.0% |
| All | +40.6% | +8.2% | +32.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling