+61.8%
CVE vs NVMI
+10,270.2%
-10,208.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -3.3% |
| 7D | -16.1% | +0.3% | -16.4% | -16.3% |
| 30D | -10.4% | -17.1% | +6.7% | -6.8% |
| 3M | -2.4% | -17.9% | +15.5% | +1.2% |
| 6M | -4.4% | -41.4% | +37.0% | +5.1% |
| YTD | +64.9% | -4.6% | +69.6% | +57.4% |
| 1Y | +66.0% | -0.3% | +66.3% | +55.8% |
| 3Y | +57.7% | +214.5% | -156.8% | -0.7% |
| 5Y | +144.7% | +148.5% | -3.7% | +58.3% |
| 10Y | +139.2% | +2,435.9% | -2,296.6% | -18.7% |
| All | +61.8% | +10,270.2% | -10,208.4% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling