+2,672.5%
NVDL vs CNP
+40.9%
+2,631.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -3.4% |
| 7D | +7.3% | +1.6% | +5.6% | +8.2% |
| 30D | -0.7% | -0.8% | +0.1% | -1.0% |
| 3M | +9.5% | -3.6% | +13.0% | +7.9% |
| 6M | +41.6% | -6.9% | +48.6% | +38.1% |
| YTD | +23.3% | +6.4% | +16.9% | +27.7% |
| 1Y | +40.3% | +9.9% | +30.3% | +47.6% |
| 3Y | +692.2% | +53.1% | +639.1% | +888.2% |
| All | +2,672.5% | +40.9% | +2,631.7% | +3,596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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