+262.9%
NVDL vs CSGP
-60.9%
+323.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.9% | -6.8% | -4.2% |
| 7D | -24.8% | +1.3% | -26.1% | -24.9% |
| 30D | -48.0% | +2.8% | -50.9% | -48.4% |
| 3M | -51.5% | -6.3% | -45.2% | -51.3% |
| 6M | -54.9% | -3.2% | -51.8% | -55.2% |
| YTD | -39.2% | -54.0% | +14.7% | -22.6% |
| 1Y | -41.1% | -54.8% | +13.7% | -24.8% |
| 3Y | +262.9% | -60.6% | +323.5% | +390.8% |
| All | +262.9% | -60.9% | +323.8% | +390.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling