+1,463.3%
NVDL vs CVE
+70.7%
+1,392.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.8% |
| 7D | -26.2% | +0.1% | -26.3% | -26.1% |
| 30D | -43.2% | -10.8% | -32.4% | -40.6% |
| 3M | -40.5% | -4.3% | -36.2% | -40.0% |
| 6M | -45.4% | -1.5% | -44.0% | -46.1% |
| YTD | -30.5% | +70.7% | -101.2% | -48.8% |
| 1Y | -37.1% | +58.1% | -95.2% | -52.0% |
| 3Y | +318.7% | +69.8% | +248.8% | +185.2% |
| All | +1,463.3% | +70.7% | +1,392.6% | +958.2% |
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