+18.8%
NVDL vs CL
+7.6%
+11.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.5% |
| 3M | +11.4% | -1.7% | +13.1% | +10.7% |
| 6M | +22.9% | -3.8% | +26.7% | +16.2% |
| YTD | +15.4% | +13.3% | +2.2% | +40.7% |
| 1Y | +18.8% | +8.3% | +10.5% | +42.7% |
| All | +18.8% | +7.6% | +11.1% | +42.7% |
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 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