+919.8%
NVDA vs CVE
+317.2%
+602.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +5.9% | +2.5% | +3.4% | +5.1% |
| 30D | +5.1% | +16.7% | -11.7% | +0.5% |
| 3M | +5.4% | +9.3% | -3.9% | +2.2% |
| 6M | +26.0% | +43.6% | -17.6% | +11.6% |
| YTD | +23.7% | +93.6% | -69.9% | -0.6% |
| 1Y | +34.4% | +98.8% | -64.4% | +6.6% |
| 3Y | +375.8% | +73.6% | +302.2% | +278.5% |
| All | +919.8% | +317.2% | +602.6% | +519.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling