+27.3%
NEM vs CVE
+62.9%
-35.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.5% |
| 7D | -6.4% | +5.9% | -12.4% | -5.9% |
| 30D | +1.4% | -10.9% | +12.3% | +0.8% |
| 3M | -0.7% | -4.5% | +3.8% | -1.1% |
| 6M | -4.5% | -1.0% | -3.5% | -4.4% |
| YTD | +14.0% | +74.7% | -60.7% | +5.4% |
| 1Y | +27.3% | +65.8% | -38.5% | +17.4% |
| All | +27.3% | +62.9% | -35.6% | +17.4% |
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