+14,981.8%
NVDA vs CVE
+161.7%
+14,820.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +5.9% | +2.5% | +3.4% | +5.3% |
| 30D | +5.1% | +16.7% | -11.7% | +1.6% |
| 3M | +5.4% | +9.3% | -3.9% | +2.9% |
| 6M | +26.0% | +43.6% | -17.6% | +15.4% |
| YTD | +23.7% | +93.6% | -69.9% | +5.9% |
| 1Y | +34.4% | +98.8% | -64.4% | +14.0% |
| 3Y | +375.8% | +73.6% | +302.2% | +307.9% |
| 5Y | +911.8% | +312.5% | +599.3% | +622.4% |
| All | +14,981.8% | +161.7% | +14,820.0% | +9,131.9% |
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