+64.0%
CVE vs NVD
-98.6%
+162.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +2.3% |
| 7D | +4.6% | +17.0% | -12.4% | +5.9% |
| 30D | -12.0% | +77.3% | -89.3% | -8.0% |
| 3M | -3.8% | +61.6% | -65.4% | +0.1% |
| 6M | -2.7% | +40.7% | -43.4% | +0.8% |
| YTD | +73.6% | -10.5% | +84.1% | +74.7% |
| 1Y | +62.0% | -6.1% | +68.1% | +64.1% |
| 3Y | +72.7% | -98.4% | +171.1% | +58.5% |
| All | +64.0% | -98.6% | +162.6% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling