+238.2%
NEM vs CVE
+53.7%
+184.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +13.4% | -16.1% | +29.5% | +15.9% |
| 30D | +6.5% | -10.4% | +16.9% | +7.6% |
| 3M | +14.9% | -2.4% | +17.3% | +14.2% |
| 6M | +5.5% | -4.4% | +9.9% | +4.9% |
| YTD | +21.9% | +64.9% | -43.1% | +5.4% |
| 1Y | +47.9% | +66.0% | -18.1% | +27.5% |
| 3Y | +238.2% | +57.7% | +180.5% | +187.0% |
| All | +238.2% | +53.7% | +184.5% | +187.0% |
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