-32.5%
NVDL vs CRH
-17.3%
-15.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -3.4% | -15.2% | -17.5% |
| 7D | -28.8% | +5.3% | -34.1% | -29.9% |
| 30D | -44.0% | +14.2% | -58.2% | -46.5% |
| 3M | -35.6% | -4.2% | -31.5% | -34.3% |
| 6M | -25.3% | -14.5% | -10.8% | -20.0% |
| YTD | -23.3% | -22.7% | -0.6% | -16.7% |
| 1Y | -32.5% | -16.6% | -15.9% | -31.5% |
| All | -32.5% | -17.3% | -15.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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