-12.6%
NVDA vs CVE
+62.9%
-75.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -12.7% | +5.9% | -18.7% | -12.8% |
| 30D | -26.4% | -10.9% | -15.6% | -26.6% |
| 3M | -27.6% | -4.5% | -23.1% | -27.6% |
| 6M | -27.7% | -1.0% | -26.8% | -27.8% |
| YTD | -12.5% | +74.7% | -87.2% | -14.5% |
| 1Y | -12.6% | +65.8% | -78.5% | -15.8% |
| All | -12.6% | +62.9% | -75.5% | -15.8% |
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 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