+171.9%
NI vs CVE
+136.1%
+35.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -16.1% | +15.2% | +0.4% |
| 30D | +9.6% | -10.4% | +20.0% | +10.5% |
| 3M | +2.5% | -2.4% | +4.8% | +2.5% |
| 6M | -5.8% | -4.4% | -1.4% | -5.8% |
| YTD | +8.6% | +64.9% | -56.4% | +3.6% |
| 1Y | +6.0% | +66.0% | -60.1% | +1.0% |
| 3Y | +91.0% | +57.7% | +33.4% | +81.0% |
| 5Y | +104.8% | +144.7% | -40.0% | +85.0% |
| All | +171.9% | +136.1% | +35.7% | +127.2% |
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 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