+281.7%
NVDA vs CVE
+67.9%
+213.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -11.6% | -10.1% | -1.5% | -9.1% |
| 30D | -22.1% | -12.1% | -10.0% | -19.6% |
| 3M | -20.1% | -1.9% | -18.3% | -20.3% |
| 6M | -16.8% | -1.8% | -14.9% | -17.5% |
| YTD | -4.0% | +65.8% | -69.8% | -22.1% |
| 1Y | -4.8% | +60.8% | -65.7% | -22.2% |
| 3Y | +281.7% | +70.1% | +211.6% | +198.1% |
| All | +281.7% | +67.9% | +213.8% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling