+69.2%
CVE vs NVD
-98.6%
+167.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.8% | +8.5% | +2.3% |
| 7D | +0.1% | +27.3% | -27.3% | +2.1% |
| 30D | -10.8% | +59.9% | -70.8% | -7.4% |
| 3M | -4.3% | +39.4% | -43.8% | -1.4% |
| 6M | -1.5% | +27.6% | -29.1% | +1.5% |
| YTD | +70.7% | -17.9% | +88.6% | +70.7% |
| 1Y | +58.1% | -14.5% | +72.6% | +59.1% |
| All | +69.2% | -98.6% | +167.7% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling