+1,716.9%
NVDL vs CVE
+64.9%
+1,652.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -18.2% | -16.1% | -2.0% | -12.3% |
| 30D | -40.1% | -10.4% | -29.7% | -37.5% |
| 3M | -31.9% | -2.4% | -29.6% | -32.0% |
| 6M | -29.3% | -4.4% | -24.9% | -29.3% |
| YTD | -19.2% | +64.9% | -84.1% | -39.7% |
| 1Y | -23.3% | +66.0% | -89.3% | -43.3% |
| 3Y | +427.9% | +57.7% | +370.2% | +264.9% |
| All | +1,716.9% | +64.9% | +1,652.0% | +1,146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling