-38.6%
NVTS vs CVE
+170.7%
-209.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -2.7% | -13.0% | -14.8% |
| 7D | -14.6% | -14.1% | -0.5% | -10.2% |
| 30D | -34.3% | -11.6% | -22.7% | -31.9% |
| 3M | -36.4% | 0.0% | -36.4% | -37.2% |
| 6M | -55.2% | -8.4% | -46.8% | -54.7% |
| YTD | +10.1% | +65.9% | -55.8% | -11.7% |
| 1Y | -20.3% | +69.4% | -89.7% | -36.6% |
| 3Y | +27.4% | +55.9% | -28.5% | +0.7% |
| 5Y | -47.6% | +146.2% | -193.8% | -59.3% |
| All | -38.6% | +170.7% | -209.3% | -50.8% |
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