-26.7%
NVTS vs CVE
+171.3%
-198.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +9.6% | -10.0% | +19.6% | +13.3% |
| 30D | -13.0% | -11.9% | -1.1% | -9.7% |
| 3M | -28.8% | -5.9% | -22.8% | -28.0% |
| 6M | -48.5% | -1.6% | -46.9% | -49.4% |
| YTD | +31.4% | +66.3% | -34.9% | +5.3% |
| 1Y | -2.3% | +57.5% | -59.8% | -20.1% |
| 3Y | +49.8% | +65.4% | -15.6% | +16.1% |
| 5Y | -43.2% | +144.2% | -187.4% | -56.1% |
| All | -26.7% | +171.3% | -198.0% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling