+226.9%
NXT vs CVE
+55.4%
+171.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -3.9% | -6.1% |
| 7D | +24.7% | -14.1% | +38.8% | +28.2% |
| 30D | +13.0% | -11.6% | +24.7% | +15.3% |
| 3M | -0.2% | 0.0% | -0.3% | -1.8% |
| 6M | -19.3% | -8.4% | -10.9% | -19.0% |
| YTD | +14.3% | +65.9% | -51.6% | -7.1% |
| 1Y | -11.0% | +69.4% | -80.4% | -28.3% |
| 3Y | +167.8% | +55.9% | +111.8% | +112.1% |
| All | +226.9% | +55.4% | +171.5% | +147.4% |
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