+68.4%
NVTS vs CVE
+67.9%
+0.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.5% | +10.8% | +11.1% |
| 7D | +20.8% | -10.1% | +30.9% | +25.1% |
| 30D | -11.1% | -12.1% | +1.0% | -7.6% |
| 3M | -31.0% | -1.9% | -29.2% | -31.8% |
| 6M | -47.4% | -1.8% | -45.5% | -48.6% |
| YTD | +34.2% | +65.8% | -31.6% | +2.6% |
| 1Y | +22.2% | +60.8% | -38.7% | -5.0% |
| 3Y | +68.4% | +70.1% | -1.8% | +19.7% |
| All | +68.4% | +67.9% | +0.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling