+72.7%
NEM vs CVE
+99.6%
-26.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | +0.3% | +2.5% | -2.2% | +0.3% |
| 30D | +23.1% | +16.7% | +6.3% | +22.8% |
| 3M | +18.5% | +9.3% | +9.2% | +18.9% |
| 6M | +7.8% | +43.6% | -35.8% | +2.1% |
| YTD | +29.1% | +93.6% | -64.5% | +17.4% |
| 1Y | +72.7% | +98.8% | -26.1% | +57.4% |
| All | +72.7% | +99.6% | -26.9% | +57.4% |
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