-55.6%
NVTS vs CVE
+158.6%
-214.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.0% | -6.6% |
| 7D | +3.9% | +5.9% | -2.0% | +1.9% |
| 30D | -4.3% | -10.9% | +6.5% | -1.0% |
| 3M | -34.5% | -4.5% | -30.0% | -34.1% |
| 6M | -57.7% | -1.0% | -56.8% | -58.4% |
| YTD | +25.4% | +74.7% | -49.4% | -1.7% |
| 1Y | +13.1% | +65.8% | -52.7% | -9.5% |
| 3Y | +48.9% | +73.2% | -24.3% | +13.0% |
| All | -55.6% | +158.6% | -214.3% | -68.6% |
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