+1,716.9%
NVDL vs CSGP
-63.7%
+1,780.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.7% | +10.1% | +6.1% |
| 7D | -18.2% | +1.3% | -19.4% | -18.4% |
| 30D | -40.1% | +10.7% | -50.8% | -42.0% |
| 3M | -31.9% | +3.3% | -35.2% | -33.8% |
| 6M | -29.3% | -10.3% | -18.9% | -28.8% |
| YTD | -19.2% | -54.6% | +35.4% | +6.2% |
| 1Y | -23.3% | -54.6% | +31.4% | +0.2% |
| 3Y | +427.9% | -60.3% | +488.2% | +598.8% |
| All | +1,716.9% | -63.7% | +1,780.6% | +2,521.7% |
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