+1,463.3%
NVDL vs CL
+36.0%
+1,427.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | -26.2% | -0.8% | -25.4% | -26.6% |
| 30D | -43.2% | +9.5% | -52.8% | -37.1% |
| 3M | -40.5% | +6.8% | -47.3% | -35.5% |
| 6M | -45.4% | +14.3% | -59.7% | -36.0% |
| YTD | -30.5% | +27.0% | -57.5% | -8.6% |
| 1Y | -37.1% | +26.3% | -63.4% | -17.2% |
| 3Y | +318.7% | +39.3% | +279.4% | +490.5% |
| All | +1,463.3% | +36.0% | +1,427.3% | +2,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling