+130.1%
CVE vs NVMI
+2,631.5%
-2,501.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.0% |
| 7D | -10.1% | +9.6% | -19.7% | -12.2% |
| 30D | -12.1% | -5.6% | -6.5% | -11.3% |
| 3M | -1.9% | -15.2% | +13.3% | +1.0% |
| 6M | -1.8% | -36.1% | +34.2% | +5.7% |
| YTD | +65.8% | +1.5% | +64.3% | +54.8% |
| 1Y | +60.8% | +8.3% | +52.5% | +46.6% |
| 3Y | +70.1% | +212.6% | -142.5% | +0.9% |
| 5Y | +134.8% | +158.4% | -23.7% | +41.0% |
| 10Y | +130.1% | +2,587.4% | -2,457.3% | -20.5% |
| All | +130.1% | +2,631.5% | -2,501.4% | -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