+146.9%
NEM vs CVE
+142.8%
+4.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | +14.9% | -2.4% | +17.3% | +14.5% |
| 6M | +5.5% | -4.4% | +9.9% | +5.1% |
| YTD | +21.9% | +64.9% | -43.1% | +9.5% |
| 1Y | +47.9% | +66.0% | -18.1% | +32.6% |
| 3Y | +238.2% | +57.7% | +180.5% | +199.2% |
| All | +146.9% | +142.8% | +4.1% | +111.2% |
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