+159.8%
CVE vs NVMI
+3,055.7%
-2,895.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | +0.2% | +11.7% | -11.5% | -2.5% |
| 30D | +17.5% | -4.0% | +21.5% | +18.3% |
| 3M | +16.2% | -25.8% | +42.0% | +22.7% |
| 6M | +47.8% | -8.3% | +56.1% | +44.7% |
| YTD | +98.5% | +14.8% | +83.7% | +81.3% |
| 1Y | +109.8% | +37.9% | +71.9% | +79.7% |
| 3Y | +75.5% | +216.3% | -140.8% | +5.4% |
| 5Y | +341.6% | +277.2% | +64.4% | +133.8% |
| 10Y | +159.8% | +3,074.3% | -2,914.5% | -20.5% |
| All | +159.8% | +3,055.7% | -2,895.9% | -20.5% |
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