-7.8%
NVTS vs CVE
+215.9%
-223.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.8% |
| 7D | +2.7% | +2.5% | +0.2% | +1.7% |
| 30D | -4.5% | +16.7% | -21.2% | -10.0% |
| 3M | -61.5% | +9.3% | -70.8% | -62.9% |
| 6M | +28.0% | +43.6% | -15.6% | +10.0% |
| YTD | +65.3% | +93.6% | -28.3% | +26.6% |
| 1Y | +113.0% | +98.8% | +14.2% | +60.8% |
| 3Y | +34.7% | +73.6% | -38.9% | +2.9% |
| All | -7.8% | +215.9% | -223.7% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling