+430.9%
NVT vs CVE
+327.8%
+103.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.5% |
| 7D | +10.4% | +0.2% | +10.2% | +10.3% |
| 30D | -1.3% | +17.5% | -18.8% | -5.4% |
| 3M | -0.6% | +16.2% | -16.8% | -4.8% |
| 6M | +53.8% | +47.8% | +6.0% | +36.8% |
| YTD | +60.2% | +98.5% | -38.3% | +30.6% |
| 1Y | +76.8% | +109.8% | -33.0% | +41.2% |
| 3Y | +191.2% | +75.5% | +115.8% | +136.0% |
| 5Y | +430.9% | +341.6% | +89.4% | +216.6% |
| All | +430.9% | +327.8% | +103.1% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling