+649.9%
NVDL vs CRS
+612.2%
+37.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.5% |
| 7D | -10.3% | -6.8% | -3.6% | -6.2% |
| 30D | -7.1% | -16.1% | +9.0% | +4.0% |
| 3M | +6.6% | -21.2% | +27.8% | +23.8% |
| 6M | +21.1% | +8.7% | +12.4% | +13.5% |
| YTD | +15.2% | +41.0% | -25.8% | -9.8% |
| 1Y | +18.8% | +82.7% | -63.9% | -24.6% |
| 3Y | +649.9% | +604.8% | +45.1% | +202.4% |
| All | +649.9% | +612.2% | +37.7% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 3y: compounded portfolio wealth divided by compounded CRS 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…
3y analysis · Full analysis span regression · 6 months rolling