+40.6%
CVX vs NVTS
+105.1%
-64.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.7% |
| 7D | +2.6% | -1.4% | +4.1% | +2.6% |
| 30D | +9.8% | -16.5% | +26.3% | +9.6% |
| 3M | +16.2% | -47.6% | +63.8% | +16.1% |
| 6M | +13.6% | +7.3% | +6.3% | +13.1% |
| YTD | +44.4% | +62.9% | -18.5% | +42.2% |
| 1Y | +40.6% | +91.3% | -50.7% | +46.3% |
| All | +40.6% | +105.1% | -64.5% | +46.3% |
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