+2,672.5%
NVDL vs CVE
+98.5%
+2,574.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.5% | -6.5% | -5.0% |
| 7D | +7.3% | +0.2% | +7.1% | +7.1% |
| 30D | -0.7% | +17.5% | -18.2% | -7.3% |
| 3M | +9.5% | +16.2% | -6.7% | +1.7% |
| 6M | +41.6% | +47.8% | -6.1% | +15.2% |
| YTD | +23.3% | +98.5% | -75.2% | -14.1% |
| 1Y | +40.3% | +109.8% | -69.5% | -5.9% |
| 3Y | +692.2% | +75.5% | +616.7% | +412.9% |
| All | +2,672.5% | +98.5% | +2,574.1% | +1,676.1% |
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