+2,622.7%
NVDL vs CRL
+31.8%
+2,591.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -0.8% | -4.6% | +3.8% | +1.2% |
| 30D | +3.4% | +0.5% | +2.9% | +3.2% |
| 3M | +8.1% | +46.6% | -38.5% | -9.4% |
| 6M | +31.9% | +57.3% | -25.4% | +5.4% |
| YTD | +21.1% | +39.5% | -18.4% | +1.7% |
| 1Y | +34.0% | +76.9% | -42.8% | -1.8% |
| 3Y | +677.9% | +39.4% | +638.6% | +508.6% |
| All | +2,622.7% | +31.8% | +2,591.0% | +2,157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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