-14.9%
NVDA vs CVE
+59.5%
-74.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | -18.3% | -10.0% | -8.3% | -18.3% |
| 30D | -26.3% | -11.9% | -14.5% | -26.3% |
| 3M | -22.3% | -5.9% | -16.3% | -22.2% |
| 6M | -21.3% | -1.6% | -19.8% | -21.1% |
| YTD | -9.2% | +66.3% | -75.5% | -11.4% |
| 1Y | -14.9% | +57.5% | -72.5% | -18.1% |
| All | -14.9% | +59.5% | -74.4% | -18.1% |
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