+547.5%
NBIS vs CVE
+67.8%
+479.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.9% |
| 7D | -16.0% | -16.1% | +0.1% | -7.5% |
| 30D | -45.4% | -10.4% | -35.0% | -42.5% |
| 3M | -31.8% | -2.4% | -29.4% | -32.3% |
| 6M | -33.6% | -4.4% | -29.2% | -33.9% |
| YTD | +54.7% | +64.9% | -10.2% | +6.7% |
| 1Y | +18.3% | +66.0% | -47.7% | -19.1% |
| All | +547.5% | +67.8% | +479.7% | +321.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling