+10,310.1%
NVDA vs CVE
+136.7%
+10,173.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -11.6% | -10.1% | -1.5% | -9.6% |
| 30D | -22.1% | -12.1% | -10.0% | -20.0% |
| 3M | -20.1% | -1.9% | -18.3% | -20.2% |
| 6M | -16.8% | -1.8% | -14.9% | -17.2% |
| YTD | -4.0% | +65.8% | -69.8% | -15.4% |
| 1Y | -4.8% | +60.8% | -65.7% | -15.7% |
| 3Y | +281.7% | +70.1% | +211.6% | +228.7% |
| 5Y | +485.4% | +134.8% | +350.6% | +363.8% |
| 10Y | +10,310.1% | +130.1% | +10,180.0% | +6,318.7% |
| All | +10,310.1% | +136.7% | +10,173.4% | +6,318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling