-42.8%
NVTS vs CVE
+142.8%
-185.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.7% |
| 7D | +1.5% | -16.1% | +17.7% | +7.7% |
| 30D | -23.8% | -10.4% | -13.4% | -21.4% |
| 3M | -30.6% | -2.4% | -28.2% | -30.9% |
| 6M | -48.4% | -4.4% | -44.0% | -48.7% |
| YTD | +20.6% | +64.9% | -44.4% | -3.3% |
| 1Y | -2.5% | +66.0% | -68.6% | -22.0% |
| 3Y | +44.0% | +57.7% | -13.7% | +13.1% |
| All | -42.8% | +142.8% | -185.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling