+48.0%
CVX vs NVTS
+37.8%
+10.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.9% |
| 7D | +1.0% | +3.5% | -2.5% | +0.9% |
| 30D | +10.7% | -11.9% | +22.6% | +10.7% |
| 3M | +15.5% | -49.2% | +64.7% | +15.9% |
| 6M | +14.9% | +38.4% | -23.5% | +14.0% |
| YTD | +44.2% | +62.5% | -18.3% | +42.6% |
| 1Y | +43.5% | +101.4% | -57.9% | +41.4% |
| All | +48.0% | +37.8% | +10.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling