+82.9%
CVE vs NVD
-99.2%
+182.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.4% |
| 7D | +2.5% | -11.1% | +13.6% | +1.7% |
| 30D | +16.7% | -13.3% | +30.0% | +15.8% |
| 3M | +9.3% | -19.8% | +29.1% | +8.3% |
| 6M | +43.6% | -48.8% | +92.4% | +37.8% |
| YTD | +93.6% | -49.7% | +143.2% | +86.3% |
| 1Y | +98.8% | -61.4% | +160.1% | +88.3% |
| 3Y | +73.6% | -99.1% | +172.7% | +53.7% |
| All | +82.9% | -99.2% | +182.1% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling