+2,622.7%
NVDL vs CL
+21.4%
+2,601.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -2.2% |
| 7D | -0.8% | -2.3% | +1.5% | -3.0% |
| 30D | +3.4% | -5.5% | +8.9% | -1.5% |
| 3M | +8.1% | +0.8% | +7.3% | +10.4% |
| 6M | +31.9% | -4.2% | +36.1% | +27.6% |
| YTD | +21.1% | +13.4% | +7.7% | +40.8% |
| 1Y | +34.0% | +7.1% | +27.0% | +51.3% |
| 3Y | +677.9% | +29.0% | +648.9% | +893.5% |
| All | +2,622.7% | +21.4% | +2,601.3% | +3,471.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling