+57,740.1%
NVDA vs CVE
+62.8%
+57,677.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.5% | -8.6% |
| 7D | -15.0% | -14.1% | -0.9% | -11.8% |
| 30D | -24.1% | -11.6% | -12.5% | -21.9% |
| 3M | -17.1% | 0.0% | -17.1% | -17.5% |
| 6M | -7.4% | -8.4% | +1.0% | -6.4% |
| YTD | -2.4% | +65.9% | -68.3% | -15.8% |
| 1Y | -6.7% | +69.4% | -76.2% | -20.2% |
| 3Y | +304.7% | +55.9% | +248.8% | +247.3% |
| 5Y | +513.1% | +146.2% | +366.9% | +356.4% |
| 10Y | +10,855.0% | +140.6% | +10,714.4% | +6,792.7% |
| All | +57,740.1% | +62.8% | +57,677.4% | +38,565.5% |
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