+2,672.5%
NVDL vs CSGP
-63.9%
+2,736.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | +7.3% | -5.1% | +12.4% | +8.6% |
| 30D | -0.7% | +0.3% | -1.0% | -1.5% |
| 3M | +9.5% | -9.1% | +18.6% | +11.2% |
| 6M | +41.6% | -37.3% | +78.9% | +65.3% |
| YTD | +23.3% | -54.9% | +78.2% | +64.2% |
| 1Y | +40.3% | -65.5% | +105.8% | +113.3% |
| 3Y | +692.2% | -63.3% | +755.4% | +1,011.2% |
| All | +2,672.5% | -63.9% | +2,736.5% | +3,951.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling