+299.5%
CVE vs NTR
+103.6%
+195.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.4% |
| 7D | +0.2% | +3.8% | -3.7% | -2.7% |
| 30D | +17.5% | +25.2% | -7.8% | -1.0% |
| 3M | +16.2% | +21.0% | -4.8% | +0.1% |
| 6M | +47.8% | +7.6% | +40.2% | +37.7% |
| YTD | +98.5% | +32.9% | +65.6% | +57.1% |
| 1Y | +109.8% | +43.1% | +66.7% | +55.6% |
| 3Y | +75.5% | +41.6% | +33.9% | +26.2% |
| 5Y | +341.6% | +54.8% | +286.8% | +147.9% |
| All | +299.5% | +103.6% | +195.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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