+505.8%
NVT vs CVE
+247.7%
+258.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.6% |
| 7D | +17.4% | +4.6% | +12.8% | +15.8% |
| 30D | -28.4% | -12.0% | -16.4% | -25.3% |
| 3M | -32.4% | -3.8% | -28.6% | -31.7% |
| 6M | -32.2% | -2.7% | -29.4% | -32.2% |
| YTD | +14.0% | +73.6% | -59.6% | -6.1% |
| 1Y | +4.3% | +62.0% | -57.7% | -12.4% |
| 3Y | +131.7% | +72.7% | +59.0% | +86.4% |
| 5Y | +232.4% | +153.9% | +78.5% | +122.5% |
| All | +505.8% | +247.7% | +258.1% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling