+18.8%
NVDL vs CP
+20.0%
-1.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | -8.7% | -2.7% | -6.0% | -7.9% |
| 30D | -1.3% | -3.4% | +2.0% | -0.4% |
| 3M | +11.4% | -0.6% | +12.0% | +11.4% |
| 6M | +22.9% | +6.3% | +16.6% | +19.0% |
| YTD | +15.4% | +21.2% | -5.8% | +10.9% |
| 1Y | +18.8% | +20.0% | -1.3% | +11.9% |
| All | +18.8% | +20.0% | -1.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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