+1,323.1%
NVDL vs CVE
+73.6%
+1,249.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.7% | -10.7% | -9.6% |
| 7D | -17.5% | +4.6% | -22.1% | -19.0% |
| 30D | -49.2% | -12.0% | -37.2% | -46.7% |
| 3M | -49.0% | -3.8% | -45.2% | -48.6% |
| 6M | -50.9% | -2.7% | -48.2% | -51.2% |
| YTD | -36.7% | +73.6% | -110.3% | -53.7% |
| 1Y | -43.0% | +62.0% | -105.0% | -57.0% |
| 3Y | +281.1% | +72.7% | +208.4% | +157.7% |
| All | +1,323.1% | +73.6% | +1,249.5% | +856.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling