+717.0%
NVT vs CVE
+287.7%
+429.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | +5.1% | +2.5% | +2.6% | +4.2% |
| 30D | -3.7% | +16.7% | -20.4% | -8.3% |
| 3M | -10.1% | +9.3% | -19.4% | -13.1% |
| 6M | +37.5% | +43.6% | -6.1% | +20.9% |
| YTD | +53.7% | +93.6% | -39.9% | +22.4% |
| 1Y | +70.9% | +98.8% | -27.9% | +34.2% |
| 3Y | +180.4% | +73.6% | +106.8% | +124.5% |
| 5Y | +393.5% | +312.5% | +81.0% | +180.4% |
| All | +717.0% | +287.7% | +429.3% | +268.7% |
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