+1,266.3%
NVDL vs CP
+19.4%
+1,246.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.6% |
| 7D | -24.8% | +2.1% | -26.9% | -26.2% |
| 30D | -48.0% | +9.3% | -57.4% | -52.1% |
| 3M | -51.5% | +0.5% | -52.0% | -52.2% |
| 6M | -54.9% | +10.4% | -65.3% | -59.4% |
| YTD | -39.2% | +28.7% | -67.9% | -53.3% |
| 1Y | -41.1% | +33.2% | -74.3% | -56.5% |
| 3Y | +262.9% | +38.4% | +224.5% | +170.3% |
| All | +1,266.3% | +19.4% | +1,246.9% | +1,046.6% |
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