+2,788.3%
NVDL vs CVE
+93.6%
+2,694.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +2.2% |
| 7D | +11.7% | +2.5% | +9.2% | +10.5% |
| 30D | +7.8% | +16.7% | -8.9% | +0.9% |
| 3M | +3.3% | +9.3% | -6.0% | -1.2% |
| 6M | +38.9% | +43.6% | -4.7% | +14.4% |
| YTD | +28.5% | +93.6% | -65.1% | -9.5% |
| 1Y | +40.6% | +98.8% | -58.2% | -3.1% |
| 3Y | +648.7% | +73.6% | +575.1% | +389.3% |
| All | +2,788.3% | +93.6% | +2,694.7% | +1,769.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling