-20.1%
NVDL vs CMI
+10.9%
-31.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.8% | -0.3% | -1.5% |
| 7D | -14.0% | -11.2% | -2.8% | -5.4% |
| 30D | -31.2% | -9.8% | -21.3% | -25.1% |
| 3M | -15.5% | -25.5% | +10.0% | +6.9% |
| 6M | -10.3% | -27.7% | +17.4% | +16.2% |
| YTD | -5.8% | -6.6% | +0.8% | -2.0% |
| 1Y | -20.1% | +11.7% | -31.7% | -22.9% |
| All | -20.1% | +10.9% | -31.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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