+649.9%
NVDL vs CMI
+150.2%
+499.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.4% |
| 7D | -10.3% | -0.7% | -9.6% | -9.6% |
| 30D | -7.1% | -12.4% | +5.3% | +6.4% |
| 3M | +6.6% | -14.8% | +21.4% | +25.0% |
| 6M | +21.1% | +0.8% | +20.3% | +16.7% |
| YTD | +15.2% | +10.2% | +5.0% | -1.7% |
| 1Y | +18.8% | +37.4% | -18.6% | -23.1% |
| 3Y | +649.9% | +153.3% | +496.6% | +247.6% |
| All | +649.9% | +150.2% | +499.7% | +247.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling