+1,558.3%
NVDL vs CSGP
-62.9%
+1,621.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -9.1% |
| 7D | -23.4% | -1.8% | -21.5% | -23.2% |
| 30D | -41.3% | +5.3% | -46.6% | -42.4% |
| 3M | -40.6% | +3.3% | -43.9% | -42.1% |
| 6M | -39.8% | -4.7% | -35.1% | -40.4% |
| YTD | -26.2% | -53.5% | +27.3% | -3.4% |
| 1Y | -30.0% | -53.7% | +23.7% | -8.8% |
| 3Y | +364.0% | -59.7% | +423.7% | +515.1% |
| All | +1,558.3% | -62.9% | +1,621.2% | +2,284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling