+2,622.7%
NVDL vs CP
+14.0%
+2,608.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.8% |
| 7D | -0.8% | +0.6% | -1.4% | -1.3% |
| 30D | +3.4% | -0.5% | +3.9% | +3.6% |
| 3M | +8.1% | +0.1% | +8.0% | +7.2% |
| 6M | +31.9% | +7.8% | +24.1% | +21.5% |
| YTD | +21.1% | +22.9% | -1.7% | -2.3% |
| 1Y | +34.0% | +21.3% | +12.7% | +8.5% |
| 3Y | +677.9% | +20.4% | +657.6% | +552.2% |
| All | +2,622.7% | +14.0% | +2,608.7% | +2,297.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling