+249.4%
CVE vs NTR
+81.1%
+168.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | +4.6% | -1.4% | +6.0% | +5.7% |
| 30D | -12.0% | +2.2% | -14.2% | -14.0% |
| 3M | -3.8% | +6.8% | -10.6% | -9.4% |
| 6M | -2.7% | +0.6% | -3.3% | -4.4% |
| YTD | +73.6% | +18.2% | +55.4% | +48.8% |
| 1Y | +62.0% | +21.3% | +40.7% | +35.7% |
| 3Y | +72.7% | +46.6% | +26.1% | +19.5% |
| 5Y | +153.9% | +21.3% | +132.6% | +75.8% |
| All | +249.4% | +81.1% | +168.3% | +59.9% |
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