+2,494.8%
NVDL vs CME
+77.4%
+2,417.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.8% |
| 7D | -8.7% | -2.4% | -6.3% | -9.8% |
| 30D | -1.3% | +6.2% | -7.5% | +1.6% |
| 3M | +11.4% | +4.4% | +7.0% | +13.4% |
| 6M | +22.9% | -9.6% | +32.5% | +18.1% |
| YTD | +15.4% | +3.8% | +11.6% | +18.6% |
| 1Y | +18.8% | +9.5% | +9.2% | +25.6% |
| 3Y | +641.4% | +51.9% | +589.5% | +735.2% |
| All | +2,494.8% | +77.4% | +2,417.3% | +2,423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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