+125.3%
CVX vs NVTS
-15.6%
+140.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -1.4% |
| 7D | +3.3% | +2.7% | +0.6% | +3.3% |
| 30D | +12.9% | -4.5% | +17.3% | +12.9% |
| 3M | +11.7% | -61.5% | +73.2% | +13.2% |
| 6M | +14.1% | +28.0% | -13.8% | +12.6% |
| YTD | +40.7% | +65.3% | -24.6% | +37.7% |
| 1Y | +37.5% | +113.0% | -75.5% | +33.4% |
| 3Y | +43.9% | +34.7% | +9.2% | +39.6% |
| All | +125.3% | -15.6% | +140.9% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling