+785.3%
NVO vs CVE
+61.8%
+723.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | -16.1% | +16.9% | +2.4% |
| 30D | +5.4% | -10.4% | +15.7% | +6.3% |
| 3M | -11.2% | -2.4% | -8.8% | -11.2% |
| 6M | -10.8% | -4.4% | -6.4% | -10.8% |
| YTD | -16.8% | +64.9% | -81.8% | -21.7% |
| 1Y | -9.0% | +66.0% | -75.0% | -14.4% |
| 3Y | -56.5% | +57.7% | -114.2% | -59.3% |
| 5Y | -20.3% | +144.7% | -165.0% | -30.1% |
| 10Y | +196.5% | +139.2% | +57.2% | +144.2% |
| All | +785.3% | +61.8% | +723.5% | +643.7% |
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