+114.4%
NI vs CVE
+156.5%
-42.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +3.1% | +4.6% | -1.6% | +2.7% |
| 30D | +11.2% | -12.0% | +23.2% | +12.3% |
| 3M | +9.8% | -3.8% | +13.6% | +10.0% |
| 6M | -1.6% | -2.7% | +1.1% | -1.7% |
| YTD | +12.6% | +73.6% | -61.0% | +6.0% |
| 1Y | +7.8% | +62.0% | -54.2% | +2.0% |
| 3Y | +100.5% | +72.7% | +27.8% | +85.9% |
| 5Y | +114.4% | +153.9% | -39.5% | +92.6% |
| All | +114.4% | +156.5% | -42.1% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling