+344.1%
NEM vs CVE
+149.3%
+194.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | -6.4% | +5.9% | -12.4% | -6.9% |
| 30D | +1.4% | -10.9% | +12.3% | +2.2% |
| 3M | -0.7% | -4.5% | +3.8% | -0.6% |
| 6M | -4.5% | -1.0% | -3.5% | -4.8% |
| YTD | +14.0% | +74.7% | -60.7% | +7.7% |
| 1Y | +27.3% | +65.8% | -38.5% | +20.7% |
| 3Y | +250.5% | +73.2% | +177.3% | +228.3% |
| 5Y | +121.1% | +155.6% | -34.5% | +100.7% |
| All | +344.1% | +149.3% | +194.8% | +296.1% |
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