+47.0%
CVX vs NVTS
-9.1%
+56.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +9.0% | -12.7% | -3.5% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | +5.1% | -24.4% | +29.5% | +4.6% |
| 3M | +14.9% | -26.5% | +41.4% | +14.5% |
| 6M | +14.9% | -41.4% | +56.3% | +14.2% |
| YTD | +46.3% | +30.7% | +15.7% | +43.3% |
| 1Y | +47.0% | -10.8% | +57.8% | +44.4% |
| All | +47.0% | -9.1% | +56.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling