+673.5%
NBIS vs CVE
+73.7%
+599.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +2.7% | +12.8% | +14.0% |
| 7D | +9.3% | +0.1% | +9.2% | +9.7% |
| 30D | -26.4% | -10.8% | -15.5% | -21.9% |
| 3M | -19.9% | -4.3% | -15.6% | -19.2% |
| 6M | -16.9% | -1.5% | -15.4% | -18.4% |
| YTD | +84.8% | +70.7% | +14.1% | +25.3% |
| 1Y | +51.3% | +58.1% | -6.8% | +7.9% |
| All | +673.5% | +73.7% | +599.8% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling