+33.0%
NVDX vs CRL
+78.8%
-45.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +11.6% | -1.0% | +12.6% | +11.8% |
| 30D | +7.5% | +10.7% | -3.1% | +5.4% |
| 3M | +2.1% | +55.3% | -53.2% | -6.4% |
| 6M | +35.5% | +60.7% | -25.1% | +21.9% |
| YTD | +24.1% | +44.6% | -20.5% | +14.8% |
| 1Y | +33.0% | +77.7% | -44.8% | +19.2% |
| All | +33.0% | +78.8% | -45.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling