+246.2%
NEM vs CVE
+89.9%
+156.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | +23.1% | +16.7% | +6.3% | +20.5% |
| 3M | +18.5% | +9.3% | +9.2% | +16.7% |
| 6M | +7.8% | +43.6% | -35.8% | +1.7% |
| YTD | +29.1% | +93.6% | -64.5% | +16.9% |
| 1Y | +72.7% | +98.8% | -26.1% | +55.5% |
| 3Y | +248.7% | +73.6% | +175.1% | +215.9% |
| 5Y | +148.7% | +312.5% | -163.8% | +97.0% |
| 10Y | +304.8% | +161.0% | +143.7% | +221.3% |
| All | +246.2% | +89.9% | +156.3% | +169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling