+38.9%
NVDL vs CVE
+47.9%
-9.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.4% |
| 7D | +11.7% | +2.5% | +9.2% | +12.2% |
| 30D | +7.8% | +16.7% | -8.9% | +11.3% |
| 3M | +3.3% | +9.3% | -6.0% | +4.5% |
| 6M | +38.9% | +43.6% | -4.7% | +46.8% |
| All | +38.9% | +47.9% | -9.0% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling