+189.0%
NI vs CVE
+132.7%
+56.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.5% | -10.0% | +11.5% | +2.3% |
| 30D | +11.9% | -11.9% | +23.7% | +12.9% |
| 3M | +9.1% | -5.9% | +15.1% | +9.5% |
| 6M | -1.8% | -1.6% | -0.2% | -2.0% |
| YTD | +11.4% | +66.3% | -54.9% | +6.2% |
| 1Y | +6.4% | +57.5% | -51.1% | +1.8% |
| 3Y | +98.2% | +65.4% | +32.8% | +87.1% |
| 5Y | +110.1% | +144.2% | -34.1% | +89.9% |
| 10Y | +189.0% | +135.5% | +53.5% | +142.0% |
| All | +189.0% | +132.7% | +56.3% | +142.0% |
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