+119.5%
NVT vs CVE
+53.7%
+65.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.5% | +8.1% |
| 7D | -15.7% | -16.1% | +0.4% | -11.0% |
| 30D | -36.6% | -10.4% | -26.2% | -34.4% |
| 3M | -34.8% | -2.4% | -32.5% | -34.4% |
| 6M | -38.2% | -4.4% | -33.8% | -37.8% |
| YTD | +4.8% | +64.9% | -60.1% | -14.4% |
| 1Y | -2.8% | +66.0% | -68.8% | -21.2% |
| 3Y | +119.5% | +57.7% | +61.9% | +73.0% |
| All | +119.5% | +53.7% | +65.8% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling