+10,574.6%
NVDA vs CVE
+136.1%
+10,438.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -8.8% | -16.1% | +7.3% | -5.4% |
| 30D | -21.4% | -10.4% | -11.0% | -19.7% |
| 3M | -14.7% | -2.4% | -12.3% | -14.6% |
| 6M | -10.0% | -4.4% | -5.6% | -9.9% |
| YTD | +0.3% | +64.9% | -64.6% | -11.5% |
| 1Y | -0.5% | +66.0% | -66.6% | -12.5% |
| 3Y | +309.2% | +57.7% | +251.5% | +257.7% |
| 5Y | +530.1% | +144.7% | +385.4% | +395.8% |
| All | +10,574.6% | +136.1% | +10,438.4% | +6,515.8% |
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