-44.0%
NVDL vs CVE
+59.5%
-103.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.3% | -11.2% | -10.9% |
| 7D | -34.5% | -10.0% | -24.5% | -34.5% |
| 30D | -47.7% | -11.9% | -35.8% | -47.7% |
| 3M | -43.9% | -5.9% | -37.9% | -43.7% |
| 6M | -46.4% | -1.6% | -44.8% | -46.1% |
| YTD | -34.3% | +66.3% | -100.5% | -37.4% |
| 1Y | -44.0% | +57.5% | -101.5% | -48.0% |
| All | -44.0% | +59.5% | -103.5% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling