+223.5%
NEM vs CVE
+62.8%
+160.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +7.1% | -14.1% | +21.1% | +9.0% |
| 30D | +2.9% | -11.6% | +14.5% | +4.2% |
| 3M | +15.0% | 0.0% | +15.0% | +14.5% |
| 6M | +10.3% | -8.4% | +18.7% | +10.7% |
| YTD | +20.7% | +65.9% | -45.2% | +11.1% |
| 1Y | +48.0% | +69.4% | -21.4% | +35.8% |
| 3Y | +225.0% | +55.9% | +169.1% | +197.9% |
| 5Y | +143.7% | +146.2% | -2.4% | +106.1% |
| 10Y | +305.3% | +140.6% | +164.6% | +221.5% |
| All | +223.5% | +62.8% | +160.8% | +156.6% |
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