+475.8%
NVDA vs CVE
+136.5%
+339.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -18.3% | -10.0% | -8.3% | -16.0% |
| 30D | -26.3% | -11.9% | -14.5% | -23.9% |
| 3M | -22.3% | -5.9% | -16.3% | -21.4% |
| 6M | -21.3% | -1.6% | -19.8% | -22.0% |
| YTD | -9.2% | +66.3% | -75.5% | -24.4% |
| 1Y | -14.9% | +57.5% | -72.5% | -28.2% |
| 3Y | +250.5% | +65.4% | +185.0% | +181.2% |
| 5Y | +475.8% | +144.2% | +331.7% | +281.3% |
| All | +475.8% | +136.5% | +339.3% | +281.3% |
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