+803.3%
NVDX vs CRL
+49.8%
+753.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | -10.2% | -3.5% | -6.7% | -8.8% |
| 30D | -7.3% | -2.1% | -5.2% | -6.4% |
| 3M | +5.5% | +48.0% | -42.4% | -11.4% |
| 6M | +18.3% | +64.7% | -46.4% | -6.5% |
| YTD | +11.4% | +39.5% | -28.0% | -5.6% |
| 1Y | +12.7% | +74.2% | -61.5% | -15.8% |
| All | +803.3% | +49.8% | +753.5% | +633.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling