+2,494.8%
NVDL vs CL
+21.3%
+2,473.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.8% |
| 7D | -8.7% | -2.4% | -6.3% | -10.8% |
| 30D | -1.3% | -4.8% | +3.5% | -5.4% |
| 3M | +11.4% | -1.7% | +13.1% | +10.9% |
| 6M | +22.9% | -3.8% | +26.7% | +19.4% |
| YTD | +15.4% | +13.3% | +2.2% | +34.0% |
| 1Y | +18.8% | +8.3% | +10.5% | +35.3% |
| 3Y | +641.4% | +28.8% | +612.6% | +845.4% |
| All | +2,494.8% | +21.3% | +2,473.5% | +3,298.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling