+692.2%
NVDL vs CL
+28.9%
+663.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.4% |
| 7D | +7.3% | -1.4% | +8.7% | +5.8% |
| 30D | -0.7% | -5.2% | +4.5% | -5.5% |
| 3M | +9.5% | +3.3% | +6.2% | +14.6% |
| 6M | +41.6% | -4.4% | +46.0% | +36.0% |
| YTD | +23.3% | +13.9% | +9.4% | +46.1% |
| 1Y | +40.3% | +7.6% | +32.6% | +60.8% |
| 3Y | +692.2% | +29.6% | +662.6% | +913.2% |
| All | +692.2% | +28.9% | +663.3% | +913.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling