-9.8%
NVDA vs CVE
+60.9%
-70.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.8% |
| 7D | -13.2% | +0.1% | -13.3% | -13.2% |
| 30D | -23.2% | -10.8% | -12.4% | -23.2% |
| 3M | -20.0% | -4.3% | -15.7% | -20.0% |
| 6M | -20.6% | -1.5% | -19.2% | -20.6% |
| YTD | -6.6% | +70.7% | -77.3% | -9.7% |
| 1Y | -9.8% | +58.1% | -67.9% | -13.9% |
| All | -9.8% | +60.9% | -70.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling