+146.9%
CVE vs NVMI
+2,574.6%
-2,427.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.6% |
| 7D | +4.6% | +16.9% | -12.3% | +0.6% |
| 30D | -12.0% | -4.3% | -7.7% | -11.5% |
| 3M | -3.8% | -19.3% | +15.5% | +0.2% |
| 6M | -2.7% | -33.6% | +30.8% | +3.7% |
| YTD | +73.6% | -0.2% | +73.8% | +62.6% |
| 1Y | +62.0% | +5.1% | +57.0% | +48.8% |
| 3Y | +72.7% | +193.2% | -120.5% | +4.5% |
| 5Y | +153.9% | +148.6% | +5.3% | +54.4% |
| All | +146.9% | +2,574.6% | -2,427.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling