+36.3%
NBIS vs CVE
+61.2%
-24.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +1.7% | -18.5% | -17.5% |
| 7D | +6.9% | +4.6% | +2.2% | +4.9% |
| 30D | -37.8% | -12.0% | -25.8% | -35.0% |
| 3M | -50.4% | -3.8% | -46.6% | -50.4% |
| 6M | -28.2% | -2.7% | -25.4% | -28.6% |
| YTD | +53.7% | +73.6% | -19.9% | +9.1% |
| 1Y | +36.3% | +62.0% | -25.7% | +1.4% |
| All | +36.3% | +61.2% | -24.9% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling