+178.1%
NI vs CVE
+136.7%
+41.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +0.4% | -10.1% | +10.5% | +1.3% |
| 30D | +11.3% | -12.1% | +23.4% | +12.4% |
| 3M | +6.5% | -1.9% | +8.3% | +6.4% |
| 6M | -2.3% | -1.8% | -0.4% | -2.4% |
| YTD | +10.8% | +65.8% | -55.0% | +5.6% |
| 1Y | +6.2% | +60.8% | -54.6% | +1.5% |
| 3Y | +98.7% | +70.1% | +28.5% | +87.0% |
| 5Y | +111.3% | +134.8% | -23.4% | +91.5% |
| 10Y | +178.1% | +130.1% | +48.0% | +133.0% |
| All | +178.1% | +136.7% | +41.4% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling