+73,188.4%
NVDA vs CVE
+89.9%
+73,098.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +5.9% | +2.5% | +3.4% | +5.2% |
| 30D | +5.1% | +16.7% | -11.7% | +0.9% |
| 3M | +5.4% | +9.3% | -3.9% | +2.5% |
| 6M | +26.0% | +43.6% | -17.6% | +13.6% |
| YTD | +23.7% | +93.6% | -69.9% | +3.0% |
| 1Y | +34.4% | +98.8% | -64.4% | +10.7% |
| 3Y | +375.8% | +73.6% | +302.2% | +297.7% |
| 5Y | +911.8% | +312.5% | +599.3% | +565.0% |
| 10Y | +14,899.8% | +161.0% | +14,738.7% | +9,211.8% |
| All | +73,188.4% | +89.9% | +73,098.4% | +47,207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling