+113.0%
NVTS vs CVE
+99.6%
+13.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.6% |
| 7D | +2.7% | +2.5% | +0.2% | +2.1% |
| 30D | -4.5% | +16.7% | -21.2% | -7.7% |
| 3M | -61.5% | +9.3% | -70.8% | -61.9% |
| 6M | +28.0% | +43.6% | -15.6% | +12.7% |
| YTD | +65.3% | +93.6% | -28.3% | +41.9% |
| 1Y | +113.0% | +98.8% | +14.2% | +100.4% |
| All | +113.0% | +99.6% | +13.4% | +100.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling