-32.7%
NVTS vs CVE
+169.2%
-201.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.7% |
| 7D | +1.5% | -16.1% | +17.7% | +7.6% |
| 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% | -3.1% |
| 1Y | -2.5% | +66.0% | -68.6% | -21.9% |
| 3Y | +44.0% | +57.7% | -13.7% | +13.3% |
| 5Y | -42.6% | +144.7% | -187.4% | -55.4% |
| All | -32.7% | +169.2% | -201.9% | -46.0% |
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 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