+66.0%
CVE vs NVD
-23.6%
+89.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.6% |
| 7D | -16.1% | +16.8% | -33.0% | -16.0% |
| 30D | -10.4% | +54.3% | -64.7% | -10.6% |
| 3M | -2.4% | +24.3% | -26.6% | -2.4% |
| 6M | -4.4% | +0.6% | -5.0% | -4.3% |
| YTD | +64.9% | -27.7% | +92.6% | +63.4% |
| 1Y | +66.0% | -29.4% | +95.4% | +65.6% |
| All | +66.0% | -23.6% | +89.6% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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