+457.1%
NVT vs CVE
+230.4%
+226.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.6% | +8.5% | +8.1% |
| 7D | -15.7% | -16.1% | +0.4% | -10.8% |
| 30D | -36.6% | -10.4% | -26.2% | -34.3% |
| 3M | -34.8% | -2.4% | -32.5% | -34.5% |
| 6M | -38.2% | -4.4% | -33.8% | -37.9% |
| YTD | +4.8% | +64.9% | -60.1% | -12.3% |
| 1Y | -2.8% | +66.0% | -68.8% | -19.1% |
| 3Y | +119.5% | +57.7% | +61.9% | +81.6% |
| 5Y | +204.7% | +144.7% | +60.0% | +106.1% |
| All | +457.1% | +230.4% | +226.7% | +164.2% |
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