+427.9%
NVDL vs CVE
+53.7%
+374.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.7% |
| 7D | -18.2% | -16.1% | -2.0% | -10.6% |
| 30D | -40.1% | -10.4% | -29.7% | -36.8% |
| 3M | -31.9% | -2.4% | -29.6% | -32.2% |
| 6M | -29.3% | -4.4% | -24.9% | -29.6% |
| YTD | -19.2% | +64.9% | -84.1% | -46.6% |
| 1Y | -23.3% | +66.0% | -89.3% | -50.2% |
| 3Y | +427.9% | +57.7% | +370.2% | +232.4% |
| All | +427.9% | +53.7% | +374.1% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling