+479.4%
NBIS vs CVE
+77.8%
+401.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -10.3% |
| 7D | -10.5% | +5.9% | -16.4% | -13.3% |
| 30D | -37.7% | -10.9% | -26.9% | -34.1% |
| 3M | -54.6% | -4.5% | -50.1% | -54.2% |
| 6M | -44.1% | -1.0% | -43.1% | -45.2% |
| YTD | +38.4% | +74.7% | -36.3% | -7.5% |
| 1Y | +30.7% | +65.8% | -35.1% | -9.7% |
| All | +479.4% | +77.8% | +401.6% | +265.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling