+2,490.2%
NVDL vs CRH
+133.0%
+2,357.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.2% |
| 7D | -10.3% | -6.1% | -4.3% | -4.4% |
| 30D | -7.1% | -9.3% | +2.2% | +2.1% |
| 3M | +6.6% | -15.2% | +21.8% | +23.3% |
| 6M | +21.1% | -14.2% | +35.3% | +34.9% |
| YTD | +15.2% | -28.3% | +43.5% | +54.8% |
| 1Y | +18.8% | -21.8% | +40.6% | +42.4% |
| 3Y | +649.9% | +71.6% | +578.3% | +307.3% |
| All | +2,490.2% | +133.0% | +2,357.1% | +868.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling